-25.5%
ISRG vs VFC
-11.5%
-14.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.7% | -4.1% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -7.6% | -11.9% | +4.4% | -5.1% |
| 3M | -16.4% | -20.2% | +3.8% | -12.8% |
| 6M | -28.6% | -23.0% | -5.6% | -25.1% |
| YTD | -38.2% | -26.2% | -12.0% | -34.8% |
| 1Y | -25.5% | -13.3% | -12.2% | -25.3% |
| All | -25.5% | -11.5% | -14.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling