+17,983.8%
ISRG vs VICR
+582.8%
+17,401.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.9% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.3% | -13.9% | +11.7% | 0.0% |
| 3M | -12.4% | -38.4% | +26.0% | -7.0% |
| 6M | -26.8% | -7.2% | -19.6% | -31.5% |
| YTD | -35.3% | +72.0% | -107.3% | -47.5% |
| 1Y | -19.3% | +263.3% | -282.6% | -44.8% |
| 3Y | +18.1% | +173.3% | -155.1% | -20.7% |
| 5Y | +2.6% | +47.3% | -44.7% | -29.0% |
| 10Y | +379.4% | +1,495.2% | -1,115.7% | +74.6% |
| All | +17,983.8% | +582.8% | +17,401.0% | +4,240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling