-21.9%
ISRG vs VCLT
-3.8%
-18.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.3% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.2% | +2.3% | +3.9% | +4.4% |
| 3M | +14.4% | -1.1% | +15.5% | +15.4% |
| 6M | 0.0% | -4.2% | +4.2% | +3.7% |
| YTD | -20.5% | -3.4% | -17.2% | -18.3% |
| 1Y | -21.9% | -3.8% | -18.1% | -19.3% |
| All | -21.9% | -3.8% | -18.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling