+22,093.8%
ISRG vs VMC
+820.1%
+21,273.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.0% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +6.2% | +17.7% | -11.5% | -0.6% |
| 3M | +14.4% | +1.1% | +13.3% | +13.7% |
| 6M | 0.0% | +1.8% | -1.8% | -1.1% |
| YTD | -20.5% | +1.5% | -22.0% | -22.0% |
| 1Y | -21.9% | -1.1% | -20.8% | -22.5% |
| 3Y | +62.2% | +38.8% | +23.4% | +38.8% |
| 5Y | +25.2% | +49.6% | -24.4% | +4.0% |
| 10Y | +537.3% | +130.6% | +406.7% | +314.4% |
| All | +22,093.8% | +820.1% | +21,273.6% | +5,715.2% |
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