+18,461.9%
ISRG vs VUG
+1,251.8%
+17,210.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 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% | -12.4% |
| 6M | -26.8% | +14.6% | -41.5% | -37.8% |
| YTD | -35.3% | +9.0% | -44.3% | -41.8% |
| 1Y | -19.3% | +14.9% | -34.2% | -31.9% |
| 3Y | +18.1% | +86.0% | -67.9% | -42.9% |
| 5Y | +2.6% | +76.7% | -74.1% | -47.5% |
| 10Y | +379.4% | +411.3% | -31.9% | -29.2% |
| All | +18,461.9% | +1,251.8% | +17,210.1% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling