+356.0%
ISRG vs VIG
+240.3%
+115.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.5% |
| 7D | -5.2% | -0.4% | -4.8% | -4.6% |
| 30D | -7.6% | -2.1% | -5.5% | -4.8% |
| 3M | -16.4% | +3.3% | -19.7% | -19.6% |
| 6M | -28.6% | +9.3% | -37.8% | -36.2% |
| YTD | -38.2% | +10.1% | -48.3% | -45.4% |
| 1Y | -25.5% | +14.7% | -40.2% | -37.7% |
| 3Y | +17.4% | +56.9% | -39.5% | -34.5% |
| 5Y | -3.0% | +62.9% | -65.9% | -47.1% |
| 10Y | +356.0% | +241.3% | +114.6% | +10.6% |
| All | +356.0% | +240.3% | +115.6% | +10.6% |
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