+359.6%
ISRG vs VST
+1,175.7%
-816.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.6% |
| 7D | -1.6% | +8.9% | -10.5% | -3.5% |
| 30D | -2.3% | +6.2% | -8.5% | -3.7% |
| 3M | -12.4% | -2.7% | -9.7% | -12.5% |
| 6M | -26.8% | -8.4% | -18.5% | -26.5% |
| YTD | -35.3% | -7.2% | -28.1% | -35.6% |
| 1Y | -19.3% | -20.9% | +1.6% | -17.6% |
| 3Y | +18.1% | +384.0% | -365.9% | -35.2% |
| 5Y | +2.6% | +757.1% | -754.4% | -53.7% |
| All | +359.6% | +1,175.7% | -816.1% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling