+7.7%
ISRG vs VYM
+77.5%
-69.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.7% |
| 30D | -8.0% | -2.2% | -5.8% | -5.3% |
| 3M | -10.6% | +3.1% | -13.7% | -13.7% |
| 6M | -25.1% | +9.7% | -34.8% | -33.2% |
| YTD | -34.8% | +14.9% | -49.7% | -45.2% |
| 1Y | -19.0% | +17.6% | -36.6% | -33.9% |
| 3Y | +22.1% | +65.3% | -43.2% | -36.6% |
| All | +7.7% | +77.5% | -69.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling