+22,068.6%
ISRG vs VICR
+508.8%
+21,559.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | -6.8% | +5.7% | -12.4% | -8.1% |
| 30D | +5.1% | -35.2% | +40.3% | +11.8% |
| 3M | +12.0% | -20.3% | +32.3% | +12.4% |
| 6M | +7.0% | -46.3% | +53.3% | +11.3% |
| YTD | -20.6% | +53.4% | -74.0% | -36.4% |
| 1Y | -21.4% | +81.6% | -103.0% | -39.4% |
| 3Y | +62.0% | +360.5% | -298.5% | -5.5% |
| 5Y | +28.1% | +4.4% | +23.7% | -7.6% |
| 10Y | +550.7% | +1,055.3% | -504.6% | +146.4% |
| All | +22,068.6% | +508.8% | +21,559.8% | +5,154.3% |
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