+521.5%
ISRG vs VST
+996.4%
-474.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.3% | -1.5% |
| 7D | +4.4% | -19.9% | +24.3% | +8.8% |
| 30D | +15.8% | -29.7% | +45.4% | +23.6% |
| 3M | +24.9% | -19.6% | +44.4% | +28.9% |
| 6M | +3.8% | -29.4% | +33.2% | +9.3% |
| YTD | -17.3% | -29.7% | +12.4% | -13.8% |
| 1Y | -14.6% | -40.0% | +25.5% | -7.9% |
| 3Y | +68.2% | +231.0% | -162.8% | -0.6% |
| 5Y | +28.4% | +500.1% | -471.7% | -38.3% |
| All | +521.5% | +996.4% | -474.8% | +198.5% |
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