-10.5%
ISRG vs VST
-35.7%
+25.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -13.8% | +23.2% | +9.0% |
| 7D | +8.5% | -15.7% | +24.3% | +8.2% |
| 30D | +18.6% | -17.0% | +35.6% | +18.0% |
| 3M | +30.9% | -15.9% | +46.8% | +30.1% |
| 6M | +6.6% | -25.0% | +31.6% | +6.2% |
| YTD | -14.9% | -25.1% | +10.2% | -15.4% |
| 1Y | -10.5% | -34.9% | +24.3% | -9.8% |
| All | -10.5% | -35.7% | +25.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling