+386.2%
ISRG vs VNQ
+64.0%
+322.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.8% |
| 7D | +0.7% | -1.3% | +1.9% | +1.7% |
| 30D | -8.0% | -2.6% | -5.4% | -6.2% |
| 3M | -10.6% | -2.0% | -8.6% | -9.2% |
| 6M | -25.1% | +4.3% | -29.4% | -27.7% |
| YTD | -34.8% | +9.2% | -44.1% | -39.4% |
| 1Y | -19.0% | +5.6% | -24.6% | -22.7% |
| 3Y | +22.1% | +30.8% | -8.8% | -3.1% |
| 5Y | +8.2% | +8.0% | +0.2% | +1.2% |
| All | +386.2% | +64.0% | +322.1% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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