-5.0%
ISRG vs VIK
+225.3%
-230.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -10.2% | -18.0% | +7.8% | -4.7% |
| 3M | -17.2% | -5.8% | -11.4% | -16.2% |
| 6M | -28.4% | +17.2% | -45.6% | -33.4% |
| YTD | -37.6% | +19.1% | -56.8% | -42.6% |
| 1Y | -24.4% | +33.6% | -58.1% | -33.7% |
| All | -5.0% | +225.3% | -230.3% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling