+17.4%
ISRG vs VIVK
-100.0%
+117.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -4.6% |
| 7D | -5.2% | +13.1% | -18.2% | -5.3% |
| 30D | -7.6% | -29.7% | +22.1% | -7.3% |
| 3M | -16.4% | -93.0% | +76.6% | -14.9% |
| 6M | -28.6% | -98.0% | +69.4% | -26.9% |
| YTD | -38.2% | -97.8% | +59.6% | -37.3% |
| 1Y | -25.5% | -100.0% | +74.5% | -21.7% |
| 3Y | +17.4% | -100.0% | +117.4% | +17.1% |
| All | +17.4% | -100.0% | +117.4% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling