+2,547.4%
ISRG vs VIG
+623.5%
+1,923.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.0% |
| 30D | -2.3% | -1.0% | -1.3% | -1.0% |
| 3M | -12.4% | +2.8% | -15.2% | -15.2% |
| 6M | -26.8% | +8.2% | -35.0% | -33.6% |
| YTD | -35.3% | +11.0% | -46.3% | -43.1% |
| 1Y | -19.3% | +16.1% | -35.5% | -33.1% |
| 3Y | +18.1% | +56.2% | -38.0% | -32.1% |
| 5Y | +2.6% | +63.0% | -60.3% | -42.6% |
| 10Y | +379.4% | +241.4% | +138.0% | +10.2% |
| All | +2,547.4% | +623.5% | +1,923.9% | +111.1% |
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