+17.4%
ISRG vs VSXY
+335.0%
-317.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.8% |
| 7D | -5.2% | -6.8% | +1.6% | -4.8% |
| 30D | -7.6% | -20.4% | +12.8% | -6.2% |
| 3M | -16.4% | +2.9% | -19.2% | -16.7% |
| 6M | -28.6% | +67.9% | -96.5% | -32.4% |
| YTD | -38.2% | +44.9% | -83.0% | -40.9% |
| 1Y | -25.5% | +205.9% | -231.4% | -34.1% |
| 3Y | +17.4% | +373.9% | -356.4% | -3.0% |
| All | +17.4% | +335.0% | -317.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling