+21,775.7%
ISRG vs VICR
+476.0%
+21,299.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +1.5% |
| 7D | -2.0% | +8.3% | -10.3% | -3.6% |
| 30D | +5.6% | -35.2% | +40.7% | +12.3% |
| 3M | +10.5% | -29.8% | +40.4% | +13.7% |
| 6M | +2.6% | -48.6% | +51.2% | +7.7% |
| YTD | -21.7% | +45.1% | -66.8% | -36.6% |
| 1Y | -21.6% | +79.6% | -101.1% | -39.5% |
| 3Y | +57.0% | +335.4% | -278.4% | -7.4% |
| 5Y | +25.0% | -1.0% | +26.0% | -9.0% |
| 10Y | +542.1% | +993.1% | -451.0% | +145.6% |
| All | +21,775.7% | +476.0% | +21,299.7% | +5,138.4% |
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 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