-10.5%
ISRG vs VUG
+4.9%
-15.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.8% | +8.4% |
| 7D | +8.5% | -3.0% | +11.5% | +10.4% |
| 30D | +18.6% | -6.4% | +25.0% | +23.2% |
| 3M | +30.9% | -3.2% | +34.1% | +33.0% |
| 6M | +6.6% | +3.1% | +3.5% | +2.6% |
| YTD | -14.9% | +6.3% | -21.2% | -19.3% |
| 1Y | -10.5% | +5.2% | -15.7% | -14.4% |
| All | -10.5% | +4.9% | -15.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling