+533.8%
ISRG vs VIG
+262.6%
+271.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | +3.1% | -9.2% | -9.9% |
| 30D | +4.2% | +5.0% | -0.8% | -2.3% |
| 3M | +9.6% | +2.7% | +6.9% | +6.0% |
| 6M | +1.9% | +11.0% | -9.1% | -10.9% |
| YTD | -22.3% | +16.0% | -38.3% | -35.9% |
| 1Y | -23.2% | +16.3% | -39.4% | -36.8% |
| 3Y | +58.5% | +66.8% | -8.3% | -18.8% |
| 5Y | +23.9% | +64.8% | -40.8% | -33.8% |
| All | +533.8% | +262.6% | +271.2% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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