+23.9%
ISRG vs VIG
+59.0%
-35.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.8% |
| 7D | +4.8% | -1.8% | +6.6% | +7.7% |
| 30D | +9.2% | +2.7% | +6.6% | +5.3% |
| 3M | +21.2% | 0.0% | +21.2% | +21.5% |
| 6M | +0.2% | +6.8% | -6.5% | -8.4% |
| YTD | -20.1% | +12.1% | -32.1% | -31.9% |
| 1Y | -17.3% | +14.8% | -32.2% | -32.1% |
| 3Y | +63.3% | +62.4% | +0.9% | -20.4% |
| All | +23.9% | +59.0% | -35.1% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling