+3,169.1%
ISRG vs VIG
+630.3%
+2,538.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | +4.8% | -1.8% | +6.6% | +7.4% |
| 30D | +9.2% | +2.7% | +6.6% | +5.8% |
| 3M | +21.2% | 0.0% | +21.2% | +21.5% |
| 6M | +0.2% | +6.8% | -6.5% | -7.4% |
| YTD | -20.1% | +12.1% | -32.1% | -30.5% |
| 1Y | -17.3% | +14.8% | -32.2% | -30.4% |
| 3Y | +63.3% | +62.4% | +0.9% | -10.7% |
| 5Y | +24.1% | +59.6% | -35.5% | -28.7% |
| 10Y | +507.0% | +261.5% | +245.5% | +30.2% |
| All | +3,169.1% | +630.3% | +2,538.7% | +157.9% |
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