+22,820.1%
ISRG vs VO
+797.8%
+22,022.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.2% |
| 7D | +4.8% | -2.6% | +7.4% | +7.8% |
| 30D | +9.2% | -0.9% | +10.2% | +10.4% |
| 3M | +21.2% | -3.0% | +24.2% | +25.0% |
| 6M | +0.2% | +2.2% | -2.0% | -2.3% |
| YTD | -20.1% | +10.6% | -30.6% | -28.4% |
| 1Y | -17.3% | +12.5% | -29.8% | -27.4% |
| 3Y | +63.3% | +61.4% | +1.9% | -1.8% |
| 5Y | +24.1% | +33.4% | -9.3% | -7.0% |
| 10Y | +507.0% | +201.5% | +305.4% | +98.5% |
| All | +22,820.1% | +797.8% | +22,022.3% | +1,749.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling