-20.1%
ISRG vs VRTX
+33.6%
-53.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +8.6% | +8.0% | +0.6% | +5.5% |
| 3M | +21.6% | +11.0% | +10.5% | +17.1% |
| 6M | +2.3% | +28.2% | -25.8% | -4.7% |
| YTD | -18.7% | +21.5% | -40.2% | -24.0% |
| All | -20.1% | +33.6% | -53.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling