+356.0%
ISRG vs VMC
+149.2%
+206.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -5.2% | -0.5% | -4.6% | -5.0% |
| 30D | -7.6% | -9.1% | +1.5% | -4.0% |
| 3M | -16.4% | -4.1% | -12.2% | -14.9% |
| 6M | -28.6% | -5.5% | -23.0% | -27.2% |
| YTD | -38.2% | -8.9% | -29.3% | -36.5% |
| 1Y | -25.5% | -12.9% | -12.6% | -22.3% |
| 3Y | +17.4% | +22.1% | -4.7% | +5.5% |
| 5Y | -3.0% | +52.7% | -55.7% | -20.1% |
| 10Y | +356.0% | +152.7% | +203.2% | +204.9% |
| All | +356.0% | +149.2% | +206.8% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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