+22,229.9%
ISRG vs VSH
-20.4%
+22,250.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.9% |
| 7D | +4.8% | -12.9% | +17.8% | +8.1% |
| 30D | +9.2% | -36.9% | +46.1% | +21.8% |
| 3M | +21.2% | -28.8% | +49.9% | +29.1% |
| 6M | +0.2% | -30.3% | +30.5% | +1.4% |
| YTD | -20.1% | +62.4% | -82.4% | -38.4% |
| 1Y | -17.3% | +62.5% | -79.9% | -36.6% |
| 3Y | +63.3% | +7.4% | +55.9% | +34.3% |
| 5Y | +24.1% | +25.4% | -1.4% | -3.3% |
| 10Y | +507.0% | +102.6% | +404.3% | +294.1% |
| All | +22,229.9% | -20.4% | +22,250.2% | +13,446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling