+5.7%
ISRG vs VRSK
-11.3%
+16.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | -2.5% | -7.7% | +5.2% | +1.0% |
| 30D | -10.2% | -2.8% | -7.3% | -9.2% |
| 3M | -12.5% | -3.7% | -8.8% | -11.7% |
| 6M | -25.8% | -12.8% | -13.0% | -22.0% |
| YTD | -36.4% | -21.0% | -15.4% | -29.8% |
| 1Y | -19.9% | -32.5% | +12.6% | -3.7% |
| 3Y | +20.9% | -26.5% | +47.4% | +31.2% |
| 5Y | +5.7% | -11.5% | +17.2% | -4.5% |
| All | +5.7% | -11.3% | +16.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling