+17,168.2%
ISRG vs VTRS
+168.2%
+16,999.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -5.2% | -0.1% | -5.0% | -5.1% |
| 30D | -7.6% | +1.9% | -9.4% | -8.1% |
| 3M | -16.4% | +5.1% | -21.4% | -17.6% |
| 6M | -28.6% | +20.1% | -48.6% | -32.3% |
| YTD | -38.2% | +36.6% | -74.7% | -43.7% |
| 1Y | -25.5% | +64.1% | -89.6% | -35.7% |
| 3Y | +17.4% | +86.4% | -68.9% | -4.8% |
| 5Y | -3.0% | +40.9% | -43.8% | -17.1% |
| 10Y | +356.0% | -48.7% | +404.7% | +371.8% |
| All | +17,168.2% | +168.2% | +16,999.9% | +10,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling