+3,145.4%
ISRG vs VIG
+655.8%
+2,489.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.1% |
| 7D | -6.8% | -0.3% | -6.4% | -6.4% |
| 30D | +5.1% | +4.9% | +0.2% | -1.0% |
| 3M | +12.0% | +2.9% | +9.1% | +8.1% |
| 6M | +7.0% | +11.2% | -4.2% | -6.2% |
| YTD | -20.6% | +16.0% | -36.6% | -34.0% |
| 1Y | -21.4% | +17.0% | -38.4% | -35.4% |
| 3Y | +62.0% | +66.9% | -4.9% | -14.5% |
| 5Y | +28.1% | +65.8% | -37.7% | -29.9% |
| 10Y | +550.7% | +263.6% | +287.1% | +38.4% |
| All | +3,145.4% | +655.8% | +2,489.6% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling