-3.0%
ISRG vs VCLT
-15.1%
+12.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | +0.3% | -5.5% | -5.4% |
| 30D | -7.6% | -0.6% | -7.0% | -7.2% |
| 3M | -16.4% | -2.2% | -14.1% | -15.0% |
| 6M | -28.6% | -2.9% | -25.7% | -27.1% |
| YTD | -38.2% | -2.1% | -36.1% | -37.3% |
| 1Y | -25.5% | -2.6% | -22.9% | -24.1% |
| 3Y | +17.4% | +12.5% | +4.9% | +7.1% |
| 5Y | -3.0% | -15.3% | +12.3% | +0.1% |
| All | -3.0% | -15.1% | +12.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling