-1.0%
ISRG vs VICR
+46.6%
-47.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.4% |
| 7D | -5.0% | +1.3% | -6.3% | -5.2% |
| 30D | -10.2% | -11.9% | +1.7% | -9.2% |
| 3M | -17.2% | -35.1% | +17.9% | -14.7% |
| 6M | -28.4% | +8.1% | -36.6% | -33.8% |
| YTD | -37.6% | +67.8% | -105.4% | -47.0% |
| 1Y | -24.4% | +267.3% | -291.7% | -44.0% |
| 3Y | +18.4% | +191.2% | -172.8% | -13.6% |
| 5Y | -1.0% | +48.1% | -49.0% | -22.9% |
| All | -1.0% | +46.6% | -47.6% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling