+377.5%
ISRG vs VSH
+173.1%
+204.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.3% | -2.1% |
| 7D | -1.6% | +4.1% | -5.6% | -2.7% |
| 30D | -2.3% | -4.2% | +1.9% | -1.7% |
| 3M | -12.4% | -50.0% | +37.5% | +3.7% |
| 6M | -26.8% | +80.2% | -107.0% | -46.6% |
| YTD | -35.3% | +121.1% | -156.3% | -56.8% |
| 1Y | -19.3% | +112.0% | -131.3% | -46.0% |
| 3Y | +18.1% | +22.5% | -4.4% | -7.3% |
| 5Y | +2.6% | +64.0% | -61.4% | -30.8% |
| All | +377.5% | +173.1% | +204.4% | +152.6% |
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