+356.0%
ISRG vs VSH
+170.2%
+185.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -5.2% | +6.2% | -11.4% | -6.8% |
| 30D | -7.6% | -11.1% | +3.6% | -4.9% |
| 3M | -16.4% | -44.9% | +28.6% | -3.9% |
| 6M | -28.6% | +90.0% | -118.5% | -48.9% |
| YTD | -38.2% | +118.8% | -157.0% | -58.6% |
| 1Y | -25.5% | +109.0% | -134.5% | -49.9% |
| 3Y | +17.4% | +35.6% | -18.2% | -12.1% |
| 5Y | -3.0% | +66.7% | -69.7% | -35.1% |
| 10Y | +356.0% | +167.9% | +188.0% | +142.0% |
| All | +356.0% | +170.2% | +185.7% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling