+386.2%
ISRG vs VTRS
-48.4%
+434.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +0.7% | -2.2% | +2.9% | +1.2% |
| 30D | -8.0% | +3.3% | -11.3% | -8.7% |
| 3M | -10.6% | +2.0% | -12.6% | -11.1% |
| 6M | -25.1% | +19.9% | -45.0% | -28.4% |
| YTD | -34.8% | +35.7% | -70.6% | -39.6% |
| 1Y | -19.0% | +68.1% | -87.1% | -28.9% |
| 3Y | +22.1% | +87.1% | -65.0% | +2.0% |
| 5Y | +8.2% | +47.6% | -39.4% | -6.7% |
| All | +386.2% | -48.4% | +434.5% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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