+22,229.9%
ISRG vs VRTX
+1,213.3%
+21,016.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | +4.8% | -2.1% | +6.9% | +5.3% |
| 30D | +9.2% | +8.2% | +1.0% | +7.5% |
| 3M | +21.2% | +13.0% | +8.1% | +18.2% |
| 6M | +0.2% | +27.9% | -27.7% | -4.6% |
| YTD | -20.1% | +20.7% | -40.7% | -23.2% |
| 1Y | -17.3% | +31.4% | -48.8% | -22.0% |
| 3Y | +63.3% | +41.8% | +21.5% | +49.4% |
| 5Y | +24.1% | +183.7% | -159.6% | -1.0% |
| 10Y | +507.0% | +592.9% | -85.9% | +307.7% |
| All | +22,229.9% | +1,213.3% | +21,016.5% | +10,721.1% |
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