+23.9%
ISRG vs VSH
+24.4%
-0.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.3% |
| 7D | +4.8% | -12.9% | +17.8% | +6.9% |
| 30D | +9.2% | -36.9% | +46.1% | +17.3% |
| 3M | +21.2% | -28.8% | +49.9% | +26.1% |
| 6M | +0.2% | -30.3% | +30.5% | -2.2% |
| YTD | -20.1% | +62.4% | -82.4% | -41.4% |
| 1Y | -17.3% | +62.5% | -79.9% | -39.6% |
| 3Y | +63.3% | +7.4% | +55.9% | +30.4% |
| All | +23.9% | +24.4% | -0.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling