+2,486.9%
VRT vs ISRG
+116.7%
+2,370.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.3% |
| 7D | -8.4% | +0.7% | -9.0% | -8.9% |
| 30D | -10.9% | -8.0% | -2.8% | -7.4% |
| 3M | -13.7% | -10.6% | -3.1% | -10.6% |
| 6M | -4.1% | -25.1% | +21.0% | +8.1% |
| YTD | +58.7% | -34.8% | +93.6% | +93.7% |
| 1Y | +89.6% | -19.0% | +108.6% | +101.5% |
| 3Y | +558.1% | +22.1% | +536.1% | +473.6% |
| 5Y | +953.0% | +8.2% | +944.7% | +825.9% |
| All | +2,486.9% | +116.7% | +2,370.2% | +1,523.7% |
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