+63.3%
ISRG vs VUG
+78.4%
-15.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.1% |
| 7D | +4.8% | -3.4% | +8.2% | +7.8% |
| 30D | +9.2% | -11.1% | +20.3% | +20.2% |
| 3M | +21.2% | -7.2% | +28.4% | +28.4% |
| 6M | +0.2% | -4.1% | +4.4% | +2.7% |
| YTD | -20.1% | +1.4% | -21.4% | -22.2% |
| 1Y | -17.3% | +1.9% | -19.2% | -20.0% |
| 3Y | +63.3% | +77.7% | -14.4% | -14.0% |
| All | +63.3% | +78.4% | -15.1% | -14.0% |
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