+536.3%
ISRG vs VSH
+128.2%
+408.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.4% | -11.7% | -1.8% |
| 7D | +5.4% | +3.5% | +1.9% | +3.6% |
| 30D | +8.6% | -22.4% | +31.0% | +14.5% |
| 3M | +21.6% | -25.2% | +46.8% | +27.8% |
| 6M | +2.3% | -22.5% | +24.9% | -1.4% |
| YTD | -18.7% | +84.2% | -102.9% | -44.4% |
| 1Y | -17.8% | +87.1% | -104.8% | -44.3% |
| 3Y | +69.1% | +31.7% | +37.4% | +21.3% |
| 5Y | +26.5% | +42.6% | -16.1% | -14.1% |
| 10Y | +536.3% | +116.6% | +419.7% | +249.2% |
| All | +536.3% | +128.2% | +408.0% | +249.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling