+7.0%
ISRG vs VIVK
-100.0%
+107.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.3% | +14.2% | -0.1% |
| 7D | -6.8% | -48.0% | +41.2% | -6.6% |
| 30D | +5.1% | -88.4% | +93.6% | +6.7% |
| 3M | +12.0% | -98.7% | +110.8% | +15.6% |
| 6M | +7.0% | -100.0% | +107.0% | +2.7% |
| All | +7.0% | -100.0% | +107.0% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling