+5.7%
ISRG vs VTRS
+40.7%
-35.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.7% |
| 30D | -10.2% | +1.4% | -11.5% | -10.5% |
| 3M | -12.5% | +4.6% | -17.2% | -13.6% |
| 6M | -25.8% | +18.1% | -43.9% | -29.1% |
| YTD | -36.4% | +34.7% | -71.0% | -41.4% |
| 1Y | -19.9% | +65.6% | -85.5% | -30.3% |
| 3Y | +20.9% | +83.8% | -62.9% | -2.0% |
| 5Y | +5.7% | +46.5% | -40.8% | -14.3% |
| All | +5.7% | +40.7% | -35.0% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling