+536.3%
ISRG vs VUG
+405.9%
+130.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -1.1% |
| 7D | +5.4% | +0.5% | +4.9% | +4.8% |
| 30D | +8.6% | -8.2% | +16.8% | +18.1% |
| 3M | +21.6% | -5.4% | +27.0% | +28.0% |
| 6M | +2.3% | -2.5% | +4.9% | +3.7% |
| YTD | -18.7% | +4.2% | -22.9% | -23.3% |
| 1Y | -17.8% | +5.0% | -22.8% | -23.2% |
| 3Y | +69.1% | +81.7% | -12.7% | -13.7% |
| 5Y | +26.5% | +62.5% | -36.0% | -26.5% |
| 10Y | +536.3% | +396.3% | +140.0% | +5.2% |
| All | +536.3% | +405.9% | +130.4% | +5.2% |
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