+1,699.8%
ISRG vs VIVK
-100.0%
+1,799.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +0.8% |
| 7D | -2.0% | -57.7% | +55.6% | -2.2% |
| 30D | +5.6% | -87.3% | +92.8% | +5.2% |
| 3M | +10.5% | -98.9% | +109.5% | +9.8% |
| 6M | +2.6% | -100.0% | +102.6% | +1.4% |
| YTD | -21.7% | -100.0% | +78.3% | -22.4% |
| 1Y | -21.6% | -100.0% | +78.4% | -22.7% |
| 3Y | +57.0% | -100.0% | +157.0% | +54.9% |
| 5Y | +25.0% | -100.0% | +125.0% | +23.1% |
| 10Y | +542.1% | -100.0% | +642.1% | +546.9% |
| All | +1,699.8% | -100.0% | +1,799.8% | +1,993.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling