-10.5%
ISRG vs VIVK
-100.0%
+89.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -27.5% | +36.8% | +9.5% |
| 7D | +8.5% | -68.7% | +77.2% | +9.2% |
| 30D | +18.6% | -90.0% | +108.6% | +19.9% |
| 3M | +30.9% | -98.1% | +129.0% | +33.4% |
| 6M | +6.6% | -99.9% | +106.5% | +9.4% |
| YTD | -14.9% | -99.9% | +85.0% | -12.9% |
| 1Y | -10.5% | -100.0% | +89.5% | -1.0% |
| All | -10.5% | -100.0% | +89.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling