-19.9%
ISRG vs VICR
+253.2%
-273.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.6% |
| 30D | -10.2% | -15.6% | +5.4% | -9.9% |
| 3M | -12.5% | -35.4% | +22.9% | -12.4% |
| 6M | -25.8% | +1.3% | -27.1% | -33.0% |
| YTD | -36.4% | +62.5% | -98.8% | -50.3% |
| 1Y | -19.9% | +255.5% | -275.4% | -49.6% |
| All | -19.9% | +253.2% | -273.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling