+17,983.8%
ISRG vs VMC
+739.5%
+17,244.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.2% |
| 7D | -1.6% | -4.3% | +2.7% | +0.1% |
| 30D | -2.3% | -8.2% | +6.0% | +1.1% |
| 3M | -12.4% | -7.0% | -5.4% | -9.9% |
| 6M | -26.8% | -10.8% | -16.1% | -23.8% |
| YTD | -35.3% | -7.4% | -27.9% | -34.0% |
| 1Y | -19.3% | -9.5% | -9.8% | -17.1% |
| 3Y | +18.1% | +20.5% | -2.3% | +7.0% |
| 5Y | +2.6% | +51.6% | -48.9% | -15.1% |
| 10Y | +379.4% | +150.0% | +229.4% | +200.1% |
| All | +17,983.8% | +739.5% | +17,244.3% | +4,822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling