+536.3%
ISRG vs VMC
+146.3%
+390.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | +5.4% | +0.3% | +5.1% | +5.4% |
| 30D | +8.6% | +18.6% | -9.9% | +1.2% |
| 3M | +21.6% | +2.0% | +19.5% | +20.4% |
| 6M | +2.3% | +2.6% | -0.3% | +0.9% |
| YTD | -18.7% | +2.3% | -20.9% | -20.5% |
| 1Y | -17.8% | +1.7% | -19.4% | -19.5% |
| 3Y | +69.1% | +41.7% | +27.4% | +42.1% |
| 5Y | +26.5% | +46.6% | -20.2% | +3.7% |
| 10Y | +536.3% | +140.3% | +396.0% | +306.0% |
| All | +536.3% | +146.3% | +390.0% | +306.0% |
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