-1.0%
ISRG vs VTR
+88.4%
-89.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -10.2% | -2.8% | -7.4% | -9.5% |
| 3M | -17.2% | +9.0% | -26.2% | -20.2% |
| 6M | -28.4% | +5.0% | -33.4% | -30.2% |
| YTD | -37.6% | +16.9% | -54.6% | -41.6% |
| 1Y | -24.4% | +34.3% | -58.7% | -33.1% |
| 3Y | +18.4% | +131.6% | -113.1% | -16.7% |
| 5Y | -1.0% | +88.0% | -89.0% | -28.0% |
| All | -1.0% | +88.4% | -89.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling