+484.0%
V vs ISRG
+542.9%
-58.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.9% | -2.0% | +3.0% | +1.7% |
| 30D | +9.0% | +5.6% | +3.4% | +6.3% |
| 3M | +16.7% | +10.5% | +6.2% | +11.4% |
| 6M | +33.4% | +2.6% | +30.8% | +29.8% |
| YTD | +22.4% | -21.7% | +44.0% | +32.8% |
| 1Y | +27.7% | -21.6% | +49.2% | +38.3% |
| 3Y | +78.0% | +57.0% | +20.9% | +32.6% |
| 5Y | +108.5% | +25.0% | +83.5% | +66.9% |
| All | +484.0% | +542.9% | -58.9% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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