+59.1%
ISRG vs VICR
+361.4%
-302.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.4% |
| 7D | -6.8% | +5.7% | -12.4% | -7.2% |
| 30D | +5.1% | -35.2% | +40.3% | +7.7% |
| 3M | +12.0% | -20.3% | +32.3% | +12.1% |
| 6M | +7.0% | -46.3% | +53.3% | +8.8% |
| YTD | -20.6% | +53.4% | -74.0% | -33.9% |
| 1Y | -21.4% | +81.6% | -103.0% | -36.7% |
| All | +59.1% | +361.4% | -302.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling