-24.4%
ISRG vs VSXY
+198.1%
-222.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | -5.0% | -10.7% | +5.7% | -4.7% |
| 30D | -10.2% | -24.3% | +14.1% | -9.5% |
| 3M | -17.2% | +1.0% | -18.2% | -17.2% |
| 6M | -28.4% | +57.4% | -85.8% | -30.3% |
| YTD | -37.6% | +39.8% | -77.4% | -38.6% |
| 1Y | -24.4% | +196.5% | -220.9% | -27.8% |
| All | -24.4% | +198.1% | -222.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling