+63.3%
ISRG vs VFC
+39.5%
+23.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +4.8% | +11.2% | -6.4% | +3.0% |
| 30D | +9.2% | +41.5% | -32.3% | +3.1% |
| 3M | +21.2% | +38.9% | -17.8% | +14.6% |
| 6M | +0.2% | +6.1% | -5.9% | -1.4% |
| YTD | -20.1% | +14.5% | -34.6% | -22.6% |
| 1Y | -17.3% | +46.0% | -63.3% | -23.1% |
| 3Y | +63.3% | +36.4% | +26.9% | +49.2% |
| All | +63.3% | +39.5% | +23.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling