+19.2%
ISRG vs VUG
+86.3%
-67.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -2.3% | -0.3% | -1.9% | -2.0% |
| 3M | -12.4% | -0.7% | -11.8% | -12.2% |
| 6M | -26.8% | +14.6% | -41.5% | -35.9% |
| YTD | -35.3% | +9.0% | -44.3% | -40.5% |
| 1Y | -19.3% | +14.9% | -34.2% | -29.7% |
| All | +19.2% | +86.3% | -67.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling