+2,010.2%
VRT vs ISRG
+158.2%
+1,852.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.6% |
| 7D | +18.6% | -6.1% | +24.7% | +22.4% |
| 30D | -11.7% | +4.2% | -15.9% | -14.6% |
| 3M | -27.3% | +9.6% | -36.9% | -32.2% |
| 6M | -42.9% | +1.9% | -44.7% | -45.9% |
| YTD | +29.5% | -22.3% | +51.8% | +41.9% |
| 1Y | +21.0% | -23.2% | +44.2% | +33.6% |
| 3Y | +403.1% | +58.5% | +344.6% | +277.1% |
| 5Y | +688.8% | +23.9% | +664.9% | +533.3% |
| All | +2,010.2% | +158.2% | +1,852.0% | +1,089.2% |
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