+533.8%
ISRG vs VTR
+132.2%
+401.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | +4.2% | +6.9% | -2.7% | +2.3% |
| 3M | +9.6% | +1.3% | +8.3% | +9.1% |
| 6M | +1.9% | +2.5% | -0.6% | +0.6% |
| YTD | -22.3% | +18.0% | -40.3% | -26.5% |
| 1Y | -23.2% | +19.5% | -42.6% | -27.5% |
| 3Y | +58.5% | +130.2% | -71.7% | +23.0% |
| 5Y | +23.9% | +93.8% | -69.9% | -0.3% |
| All | +533.8% | +132.2% | +401.6% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling