+22,229.9%
ISRG vs VLO
+9,028.2%
+13,201.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | +4.8% | -13.3% | +18.1% | +8.4% |
| 30D | +9.2% | -18.3% | +27.5% | +14.3% |
| 3M | +21.2% | +14.3% | +6.8% | +16.0% |
| 6M | +0.2% | +47.6% | -47.4% | -10.9% |
| YTD | -20.1% | +116.0% | -136.0% | -36.6% |
| 1Y | -17.3% | +101.0% | -118.3% | -33.3% |
| 3Y | +63.3% | +199.0% | -135.7% | +15.4% |
| 5Y | +24.1% | +419.0% | -395.0% | -27.8% |
| 10Y | +507.0% | +778.2% | -271.2% | +176.6% |
| All | +22,229.9% | +9,028.2% | +13,201.6% | +6,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling