+539.2%
ISRG vs VIVK
-100.0%
+639.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.9% |
| 7D | -2.0% | -57.7% | +55.6% | -1.5% |
| 30D | +5.6% | -87.3% | +92.8% | +6.8% |
| 3M | +10.5% | -98.9% | +109.5% | +13.7% |
| 6M | +2.6% | -100.0% | +102.6% | +7.3% |
| YTD | -21.7% | -100.0% | +78.3% | -18.6% |
| 1Y | -21.6% | -100.0% | +78.4% | -17.1% |
| 3Y | +57.0% | -100.0% | +157.0% | +65.9% |
| 5Y | +25.0% | -100.0% | +125.0% | +32.7% |
| All | +539.2% | -100.0% | +639.2% | +554.4% |
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