+886.5%
ISRG vs VEEV
+695.8%
+190.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.9% |
| 7D | -6.1% | -2.5% | -3.6% | -5.4% |
| 30D | +4.2% | +0.3% | +4.0% | +4.1% |
| 3M | +9.6% | +25.2% | -15.6% | +1.9% |
| 6M | +1.9% | +89.7% | -87.8% | -16.7% |
| YTD | -22.3% | +35.5% | -57.8% | -30.2% |
| 1Y | -23.2% | +1.8% | -25.0% | -25.1% |
| 3Y | +58.5% | +83.2% | -24.7% | +26.5% |
| 5Y | +23.9% | -4.8% | +28.7% | +15.4% |
| 10Y | +536.7% | +663.5% | -126.8% | +290.9% |
| All | +886.5% | +695.8% | +190.6% | +460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling