+63.3%
ISRG vs VST
+264.2%
-200.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.6% | -13.9% | -4.6% |
| 7D | +4.8% | -9.8% | +14.6% | +5.7% |
| 30D | +9.2% | -25.1% | +34.4% | +12.7% |
| 3M | +21.2% | -11.6% | +32.7% | +21.8% |
| 6M | +0.2% | -20.9% | +21.2% | +1.8% |
| YTD | -20.1% | -22.3% | +2.3% | -19.2% |
| 1Y | -17.3% | -32.0% | +14.7% | -14.8% |
| 3Y | +63.3% | +262.4% | -199.1% | +45.3% |
| All | +63.3% | +264.2% | -200.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling