+1,075.3%
ISRG vs VCLT
+103.4%
+971.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -2.3% | -0.9% | -1.4% | -2.0% |
| 3M | -12.4% | -3.2% | -9.2% | -11.6% |
| 6M | -26.8% | -3.8% | -23.0% | -26.0% |
| YTD | -35.3% | -2.0% | -33.2% | -34.8% |
| 1Y | -19.3% | -0.8% | -18.5% | -19.1% |
| 3Y | +18.1% | +12.3% | +5.9% | +14.6% |
| 5Y | +2.6% | -15.4% | +18.1% | +1.8% |
| 10Y | +379.4% | +15.7% | +363.7% | +401.7% |
| All | +1,075.3% | +103.4% | +971.9% | +1,716.0% |
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