+500.7%
ISRG vs VST
+1,112.0%
-611.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.6% | -13.9% | -5.5% |
| 7D | +4.8% | -9.8% | +14.6% | +6.3% |
| 30D | +9.2% | -25.1% | +34.4% | +15.0% |
| 3M | +21.2% | -11.6% | +32.7% | +22.4% |
| 6M | +0.2% | -20.9% | +21.2% | +2.9% |
| YTD | -20.1% | -22.3% | +2.3% | -18.6% |
| 1Y | -17.3% | -32.0% | +14.7% | -13.4% |
| 3Y | +63.3% | +262.4% | -199.1% | -5.4% |
| 5Y | +24.1% | +563.4% | -539.3% | -41.7% |
| All | +500.7% | +1,112.0% | -611.4% | +181.9% |
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