+2.0%
ISRG vs VUG
+76.6%
-74.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 6M | -26.8% | +14.6% | -41.5% | -36.5% |
| YTD | -35.3% | +9.0% | -44.3% | -40.9% |
| 1Y | -19.3% | +14.9% | -34.2% | -30.3% |
| 3Y | +18.1% | +86.0% | -67.9% | -38.0% |
| All | +2.0% | +76.6% | -74.6% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling