+69.0%
ISRG vs VST
+229.5%
-160.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.3% | -2.1% |
| 7D | +4.4% | -19.9% | +24.3% | +6.9% |
| 30D | +15.8% | -29.7% | +45.4% | +20.3% |
| 3M | +24.9% | -19.6% | +44.4% | +27.1% |
| 6M | +3.8% | -29.4% | +33.2% | +7.0% |
| YTD | -17.3% | -29.7% | +12.4% | -15.3% |
| 1Y | -14.6% | -40.0% | +25.5% | -10.4% |
| All | +69.0% | +229.5% | -160.5% | +52.3% |
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