+536.3%
ISRG vs VO
+206.8%
+329.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -1.4% |
| 7D | +5.4% | -0.1% | +5.6% | +5.6% |
| 30D | +8.6% | +0.5% | +8.1% | +8.0% |
| 3M | +21.6% | -1.0% | +22.6% | +22.8% |
| 6M | +2.3% | +6.4% | -4.1% | -4.9% |
| YTD | -18.7% | +13.6% | -32.3% | -30.0% |
| 1Y | -17.8% | +14.5% | -32.2% | -29.9% |
| 3Y | +69.1% | +67.2% | +1.9% | -6.7% |
| 5Y | +26.5% | +36.1% | -9.6% | -10.2% |
| 10Y | +536.3% | +199.3% | +336.9% | +107.5% |
| All | +536.3% | +206.8% | +329.5% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling