+22,229.9%
ISRG vs VMC
+803.7%
+21,426.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +9.2% | +15.8% | -6.6% | +2.9% |
| 3M | +21.2% | +0.6% | +20.6% | +20.7% |
| 6M | +0.2% | -4.0% | +4.3% | +1.5% |
| YTD | -20.1% | -0.3% | -19.7% | -20.9% |
| 1Y | -17.3% | -0.5% | -16.8% | -18.2% |
| 3Y | +63.3% | +39.6% | +23.7% | +39.5% |
| 5Y | +24.1% | +50.1% | -26.0% | +2.9% |
| 10Y | +507.0% | +163.9% | +343.0% | +272.2% |
| All | +22,229.9% | +803.7% | +21,426.1% | +5,792.8% |
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