+19.2%
ISRG vs VYM
+64.0%
-44.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.6% |
| 7D | -2.5% | -1.9% | -0.7% | -0.5% |
| 30D | -10.2% | -2.6% | -7.6% | -7.4% |
| 3M | -12.5% | +3.6% | -16.1% | -15.6% |
| 6M | -25.8% | +8.7% | -34.5% | -32.2% |
| YTD | -36.4% | +14.1% | -50.5% | -44.9% |
| 1Y | -19.9% | +17.8% | -37.7% | -33.2% |
| All | +19.2% | +64.0% | -44.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling