+22,820.1%
ISRG vs VUG
+1,157.1%
+21,663.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.4% |
| 7D | +4.8% | -3.4% | +8.2% | +8.7% |
| 30D | +9.2% | -11.1% | +20.3% | +23.7% |
| 3M | +21.2% | -7.2% | +28.4% | +30.7% |
| 6M | +0.2% | -4.1% | +4.4% | +3.5% |
| YTD | -20.1% | +1.4% | -21.4% | -22.6% |
| 1Y | -17.3% | +1.9% | -19.2% | -20.6% |
| 3Y | +63.3% | +77.7% | -14.4% | -17.6% |
| 5Y | +24.1% | +57.6% | -33.5% | -28.2% |
| 10Y | +507.0% | +398.6% | +108.4% | -8.6% |
| All | +22,820.1% | +1,157.1% | +21,663.1% | +803.3% |
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