+1,134.6%
ISRG vs VRSK
+583.6%
+551.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -1.6% |
| 7D | -5.2% | -9.7% | +4.5% | -0.1% |
| 30D | -7.6% | -8.5% | +1.0% | -3.6% |
| 3M | -16.4% | -1.7% | -14.7% | -16.4% |
| 6M | -28.6% | -17.9% | -10.7% | -22.2% |
| YTD | -38.2% | -21.1% | -17.0% | -31.7% |
| 1Y | -25.5% | -35.1% | +9.6% | -8.7% |
| 3Y | +17.4% | -26.7% | +44.1% | +30.3% |
| 5Y | -3.0% | -12.0% | +9.1% | -3.8% |
| 10Y | +356.0% | +122.9% | +233.1% | +189.9% |
| All | +1,134.6% | +583.6% | +551.0% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling