+55.7%
ISRG vs VFC
+45.3%
+10.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.6% |
| 7D | -6.1% | -1.4% | -4.7% | -5.9% |
| 30D | +4.2% | +24.6% | -20.4% | +0.5% |
| 3M | +9.6% | +38.4% | -28.8% | +3.7% |
| 6M | +1.9% | +15.3% | -13.4% | -1.1% |
| YTD | -22.3% | +12.7% | -35.1% | -24.6% |
| 1Y | -23.2% | +32.7% | -55.8% | -27.5% |
| All | +55.7% | +45.3% | +10.5% | +42.3% |
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 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