+18,461.9%
ISRG vs VGT
+2,283.9%
+16,178.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.1% |
| 7D | -1.6% | +1.0% | -2.6% | -2.5% |
| 30D | -2.3% | +1.3% | -3.6% | -3.7% |
| 3M | -12.4% | -1.1% | -11.3% | -13.4% |
| 6M | -26.8% | +32.6% | -59.5% | -45.5% |
| YTD | -35.3% | +29.0% | -64.2% | -50.6% |
| 1Y | -19.3% | +39.7% | -59.0% | -43.4% |
| 3Y | +18.1% | +120.9% | -102.8% | -47.9% |
| 5Y | +2.6% | +133.6% | -130.9% | -57.4% |
| 10Y | +379.4% | +792.6% | -413.1% | -46.6% |
| All | +18,461.9% | +2,283.9% | +16,178.0% | +601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling