-5.8%
ISRG vs VIK
+236.8%
-242.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.2% | -5.4% |
| 7D | -5.2% | +3.6% | -8.8% | -6.3% |
| 30D | -7.6% | -16.7% | +9.2% | -2.3% |
| 3M | -16.4% | -1.1% | -15.3% | -16.6% |
| 6M | -28.6% | +27.8% | -56.4% | -35.5% |
| YTD | -38.2% | +23.3% | -61.5% | -43.7% |
| 1Y | -25.5% | +38.2% | -63.7% | -35.2% |
| All | -5.8% | +236.8% | -242.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling