+17,983.8%
ISRG vs VRTX
+1,211.0%
+16,772.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -2.3% | +12.6% | -14.9% | -4.5% |
| 3M | -12.4% | +23.6% | -36.1% | -16.0% |
| 6M | -26.8% | +14.3% | -41.1% | -28.8% |
| YTD | -35.3% | +20.5% | -55.7% | -37.7% |
| 1Y | -19.3% | +37.6% | -56.9% | -24.5% |
| 3Y | +18.1% | +55.5% | -37.4% | +6.2% |
| 5Y | +2.6% | +175.7% | -173.1% | -17.6% |
| 10Y | +379.4% | +474.2% | -94.8% | +232.3% |
| All | +17,983.8% | +1,211.0% | +16,772.8% | +8,673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling