+356.0%
ISRG vs VUG
+408.5%
-52.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.1% |
| 7D | -5.2% | +0.9% | -6.0% | -6.0% |
| 30D | -7.6% | -1.4% | -6.1% | -6.2% |
| 3M | -16.4% | +2.3% | -18.7% | -18.7% |
| 6M | -28.6% | +15.7% | -44.2% | -39.3% |
| YTD | -38.2% | +8.6% | -46.8% | -43.8% |
| 1Y | -25.5% | +14.1% | -39.6% | -35.9% |
| 3Y | +17.4% | +87.9% | -70.5% | -41.7% |
| 5Y | -3.0% | +76.3% | -79.3% | -48.0% |
| 10Y | +356.0% | +409.7% | -53.7% | -23.2% |
| All | +356.0% | +408.5% | -52.6% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling