+17,983.8%
ISRG vs VFC
+362.1%
+17,621.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | -2.3% | -11.6% | +9.4% | +1.4% |
| 3M | -12.4% | -18.1% | +5.7% | -7.7% |
| 6M | -26.8% | -27.4% | +0.5% | -20.5% |
| YTD | -35.3% | -24.8% | -10.4% | -30.8% |
| 1Y | -19.3% | -8.2% | -11.1% | -20.0% |
| 3Y | +18.1% | -29.1% | +47.2% | +9.7% |
| 5Y | +2.6% | -79.2% | +81.8% | +46.7% |
| 10Y | +379.4% | -68.1% | +447.5% | +442.8% |
| All | +17,983.8% | +362.1% | +17,621.8% | +11,137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling