+370.1%
ISRG vs VGT
+797.7%
-427.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -5.0% | +1.5% | -6.5% | -6.2% |
| 30D | -10.2% | +0.5% | -10.7% | -10.8% |
| 3M | -17.2% | +5.3% | -22.5% | -22.0% |
| 6M | -28.4% | +32.4% | -60.9% | -45.9% |
| YTD | -37.6% | +28.6% | -66.2% | -51.7% |
| 1Y | -24.4% | +37.6% | -62.1% | -45.4% |
| 3Y | +18.4% | +125.5% | -107.0% | -47.4% |
| 5Y | -1.0% | +135.2% | -136.2% | -58.0% |
| 10Y | +370.1% | +812.9% | -442.8% | -42.9% |
| All | +370.1% | +797.7% | -427.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling