-3.0%
ISRG vs VMC
+52.4%
-55.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | -5.2% | -0.5% | -4.6% | -4.9% |
| 30D | -7.6% | -9.1% | +1.5% | -2.7% |
| 3M | -16.4% | -4.1% | -12.2% | -14.5% |
| 6M | -28.6% | -5.5% | -23.0% | -26.8% |
| YTD | -38.2% | -8.9% | -29.3% | -36.3% |
| 1Y | -25.5% | -12.9% | -12.6% | -21.5% |
| 3Y | +17.4% | +22.1% | -4.7% | -4.0% |
| 5Y | -3.0% | +52.7% | -55.7% | -31.4% |
| All | -3.0% | +52.4% | -55.4% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling