+504.2%
ISRG vs VST
+929.5%
-425.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -13.8% | +23.2% | +12.3% |
| 7D | +8.5% | -15.7% | +24.3% | +11.9% |
| 30D | +18.6% | -17.0% | +35.6% | +21.9% |
| 3M | +30.9% | -15.9% | +46.8% | +33.9% |
| 6M | +6.6% | -25.0% | +31.6% | +10.8% |
| YTD | -14.9% | -25.1% | +10.2% | -12.5% |
| 1Y | -10.5% | -34.9% | +24.3% | -5.3% |
| 3Y | +73.1% | +252.7% | -179.6% | +1.5% |
| 5Y | +32.7% | +582.3% | -549.6% | -37.8% |
| 10Y | +546.2% | +1,076.6% | -530.4% | +195.4% |
| All | +504.2% | +929.5% | -425.3% | +175.8% |
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