+22.1%
ISRG vs VRSK
-26.5%
+48.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | -5.2% | +5.8% | +1.8% |
| 30D | -8.0% | -2.3% | -5.7% | -7.6% |
| 3M | -10.6% | -2.9% | -7.7% | -10.2% |
| 6M | -25.1% | -12.8% | -12.3% | -23.2% |
| YTD | -34.8% | -20.8% | -14.0% | -31.4% |
| 1Y | -19.0% | -33.2% | +14.2% | -10.6% |
| 3Y | +22.1% | -26.6% | +48.7% | +29.9% |
| All | +22.1% | -26.5% | +48.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling