+40.8%
ISRG vs VSXY
+93.0%
-52.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | +5.6% | +20.1% | -14.6% | +3.6% |
| 3M | +10.5% | +16.6% | -6.0% | +8.6% |
| 6M | +2.6% | +134.9% | -132.3% | -7.9% |
| YTD | -21.7% | +96.0% | -117.7% | -28.6% |
| 1Y | -21.6% | +203.8% | -225.3% | -32.5% |
| 3Y | +57.0% | +465.3% | -408.3% | +18.1% |
| 5Y | +25.0% | +106.3% | -81.3% | +5.8% |
| All | +40.8% | +93.0% | -52.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling