+533.8%
ISRG vs VIVK
-100.0%
+633.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.4% | -2.1% |
| 7D | -6.1% | -38.6% | +32.5% | -5.9% |
| 30D | +4.2% | -87.7% | +92.0% | +5.5% |
| 3M | +9.6% | -98.9% | +108.5% | +12.7% |
| 6M | +1.9% | -100.0% | +101.8% | +6.6% |
| YTD | -22.3% | -100.0% | +77.6% | -19.3% |
| 1Y | -23.2% | -100.0% | +76.8% | -18.9% |
| 3Y | +58.5% | -100.0% | +158.5% | +67.5% |
| 5Y | +23.9% | -100.0% | +123.9% | +31.6% |
| All | +533.8% | -100.0% | +633.8% | +548.6% |
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