+454.5%
V vs ISRG
+521.1%
-66.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.4% |
| 30D | +9.7% | +6.2% | +3.6% | +6.8% |
| 3M | +17.3% | +14.4% | +2.9% | +10.4% |
| 6M | +33.2% | 0.0% | +33.2% | +30.8% |
| YTD | +21.3% | -20.5% | +41.9% | +30.9% |
| 1Y | +27.3% | -21.9% | +49.2% | +38.3% |
| 3Y | +76.1% | +62.2% | +13.9% | +29.3% |
| 5Y | +103.5% | +25.2% | +78.3% | +63.1% |
| 10Y | +454.5% | +537.3% | -82.9% | +112.8% |
| All | +454.5% | +521.1% | -66.7% | +112.8% |
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