-21.4%
ISRG vs VFC
+43.0%
-64.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -6.8% | -1.4% | -5.4% | -6.4% |
| 30D | +5.1% | +30.7% | -25.6% | -0.9% |
| 3M | +12.0% | +40.6% | -28.6% | +3.8% |
| 6M | +7.0% | +16.5% | -9.5% | +2.3% |
| YTD | -20.6% | +16.2% | -36.8% | -24.1% |
| 1Y | -21.4% | +42.4% | -63.9% | -28.1% |
| All | -21.4% | +43.0% | -64.5% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling