+536.3%
ISRG vs VFC
-44.8%
+581.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.0% |
| 7D | +5.4% | +7.7% | -2.3% | +3.5% |
| 30D | +8.6% | +39.2% | -30.6% | -0.2% |
| 3M | +21.6% | +40.3% | -18.7% | +11.4% |
| 6M | +2.3% | +11.4% | -9.0% | -1.3% |
| YTD | -18.7% | +17.5% | -36.2% | -23.3% |
| 1Y | -17.8% | +45.9% | -63.6% | -26.9% |
| 3Y | +69.1% | +47.3% | +21.8% | +32.2% |
| 5Y | +26.5% | -67.2% | +93.7% | +69.7% |
| 10Y | +536.3% | -46.1% | +582.4% | +652.6% |
| All | +536.3% | -44.8% | +581.1% | +652.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling