+386.2%
ISRG vs VEEV
+556.2%
-170.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +0.7% | -4.6% | +5.3% | +2.5% |
| 30D | -8.0% | +8.6% | -16.7% | -11.5% |
| 3M | -10.6% | +62.4% | -73.0% | -26.3% |
| 6M | -25.1% | +40.3% | -65.4% | -35.4% |
| YTD | -34.8% | +17.5% | -52.4% | -40.0% |
| 1Y | -19.0% | -6.1% | -12.9% | -19.2% |
| 3Y | +22.1% | +16.7% | +5.4% | +7.6% |
| 5Y | +8.2% | -13.3% | +21.6% | +3.1% |
| All | +386.2% | +556.2% | -170.0% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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