+1,351.3%
ISRG vs VCLT
+102.2%
+1,249.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +9.2% | +3.7% | +5.6% | +8.1% |
| 3M | +21.2% | -1.0% | +22.1% | +21.5% |
| 6M | +0.2% | -3.4% | +3.6% | +1.2% |
| YTD | -20.1% | -2.6% | -17.4% | -19.4% |
| 1Y | -17.3% | -3.3% | -14.1% | -16.5% |
| 3Y | +63.3% | +17.3% | +46.0% | +57.0% |
| 5Y | +24.1% | -17.0% | +41.1% | +23.4% |
| 10Y | +507.0% | +18.1% | +488.8% | +545.0% |
| All | +1,351.3% | +102.2% | +1,249.1% | +2,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling