-19.8%
ISRG vs VG
-51.4%
+31.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.7% |
| 7D | +4.4% | -22.0% | +26.4% | +5.0% |
| 30D | +15.8% | -14.7% | +30.5% | +16.1% |
| 3M | +24.9% | -7.1% | +31.9% | +24.6% |
| 6M | +3.8% | -11.2% | +15.0% | +3.1% |
| YTD | -17.3% | +69.8% | -87.1% | -25.0% |
| 1Y | -14.6% | +49.9% | -64.4% | -21.6% |
| All | -19.8% | -51.4% | +31.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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