+14.4%
ISRG vs VSXY
+33.4%
-19.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.6% |
| 30D | -10.2% | -22.1% | +11.9% | -8.1% |
| 3M | -12.5% | -1.1% | -11.4% | -12.7% |
| 6M | -25.8% | +53.8% | -79.6% | -30.5% |
| YTD | -36.4% | +35.5% | -71.8% | -39.8% |
| 1Y | -19.9% | +186.0% | -205.9% | -31.3% |
| 3Y | +20.9% | +343.2% | -322.3% | -7.8% |
| 5Y | +5.7% | +19.0% | -13.3% | -7.0% |
| All | +14.4% | +33.4% | -19.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling