+374.7%
ISRG vs VIVK
-100.0%
+474.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.0% |
| 7D | -2.5% | -9.5% | +6.9% | -2.5% |
| 30D | -10.2% | -35.1% | +25.0% | -9.9% |
| 3M | -12.5% | -93.4% | +80.8% | -11.2% |
| 6M | -25.8% | -98.0% | +72.2% | -24.4% |
| YTD | -36.4% | -97.9% | +61.5% | -35.5% |
| 1Y | -19.9% | -100.0% | +80.1% | -16.9% |
| 3Y | +20.9% | -100.0% | +120.9% | +24.8% |
| 5Y | +5.7% | -100.0% | +105.7% | +9.3% |
| All | +374.7% | -100.0% | +474.7% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling