+539.2%
ISRG vs VYM
+205.6%
+333.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | -2.0% | +3.7% | -5.7% | -6.0% |
| 30D | +5.6% | +3.7% | +1.9% | +1.3% |
| 3M | +10.5% | -0.7% | +11.3% | +11.5% |
| 6M | +2.6% | +7.2% | -4.6% | -5.1% |
| YTD | -21.7% | +16.9% | -38.6% | -34.5% |
| 1Y | -21.6% | +19.6% | -41.2% | -36.2% |
| 3Y | +57.0% | +74.6% | -17.6% | -17.1% |
| 5Y | +25.0% | +72.3% | -47.4% | -31.7% |
| All | +539.2% | +205.6% | +333.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling