+356.0%
ISRG vs VLO
+902.9%
-546.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -5.2% |
| 7D | -5.2% | +5.8% | -10.9% | -6.4% |
| 30D | -7.6% | +28.3% | -35.9% | -12.7% |
| 3M | -16.4% | +48.7% | -65.1% | -24.0% |
| 6M | -28.6% | +71.9% | -100.5% | -37.8% |
| YTD | -38.2% | +138.7% | -176.8% | -50.6% |
| 1Y | -25.5% | +148.5% | -174.0% | -41.2% |
| 3Y | +17.4% | +192.7% | -175.2% | -13.4% |
| 5Y | -3.0% | +601.6% | -604.6% | -46.3% |
| 10Y | +356.0% | +900.2% | -544.2% | +132.1% |
| All | +356.0% | +902.9% | -546.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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