-25.5%
ISRG vs VO
+14.5%
-40.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.0% |
| 7D | -5.2% | +0.6% | -5.8% | -5.7% |
| 30D | -7.6% | -1.1% | -6.5% | -6.7% |
| 3M | -16.4% | +4.5% | -20.9% | -19.3% |
| 6M | -28.6% | +11.1% | -39.6% | -34.8% |
| YTD | -38.2% | +13.5% | -51.7% | -44.6% |
| 1Y | -25.5% | +14.5% | -40.0% | -34.5% |
| All | -25.5% | +14.5% | -40.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VO 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling