+537.3%
ISRG vs VCLT
+20.7%
+516.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.2% | +2.3% | +3.9% | +4.8% |
| 3M | +14.4% | -1.1% | +15.5% | +15.1% |
| 6M | 0.0% | -4.2% | +4.2% | +2.5% |
| YTD | -20.5% | -3.4% | -17.2% | -18.9% |
| 1Y | -21.9% | -3.8% | -18.1% | -20.1% |
| 3Y | +62.2% | +14.7% | +47.5% | +49.5% |
| 5Y | +25.2% | -16.7% | +41.9% | +33.9% |
| 10Y | +537.3% | +20.5% | +516.8% | +527.3% |
| All | +537.3% | +20.7% | +516.7% | +527.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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