+1,075.3%
ISRG vs VCIT
+98.3%
+977.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -0.3% | -1.2% | -1.4% |
| 30D | -2.3% | -0.8% | -1.5% | -1.8% |
| 3M | -12.4% | -1.0% | -11.4% | -11.8% |
| 6M | -26.8% | -1.8% | -25.0% | -25.9% |
| YTD | -35.3% | -0.7% | -34.6% | -34.9% |
| 1Y | -19.3% | +1.0% | -20.3% | -19.7% |
| 3Y | +18.1% | +18.8% | -0.7% | +6.8% |
| 5Y | +2.6% | +3.5% | -0.8% | -4.8% |
| 10Y | +379.4% | +29.2% | +350.2% | +367.7% |
| All | +1,075.3% | +98.3% | +977.0% | +1,567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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