+536.3%
ISRG vs VST
+1,219.3%
-683.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.3% | -5.6% | +0.2% |
| 7D | +5.4% | -0.5% | +5.9% | +4.7% |
| 30D | +8.6% | -17.1% | +25.7% | +11.9% |
| 3M | +21.6% | -4.6% | +26.2% | +20.8% |
| 6M | +2.3% | -9.1% | +11.4% | +1.8% |
| YTD | -18.7% | -16.6% | -2.1% | -18.5% |
| 1Y | -17.8% | -29.5% | +11.7% | -14.4% |
| 3Y | +69.1% | +297.5% | -228.5% | -4.1% |
| 5Y | +26.5% | +654.5% | -628.1% | -42.4% |
| 10Y | +536.3% | +1,205.2% | -669.0% | +202.1% |
| All | +536.3% | +1,219.3% | -683.1% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling