+1,917.9%
VRT vs ISRG
+170.3%
+1,747.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +8.8% |
| 7D | -10.6% | +5.4% | -16.0% | -13.7% |
| 30D | -17.4% | +8.6% | -26.1% | -21.8% |
| 3M | -26.4% | +21.6% | -48.0% | -35.0% |
| 6M | -41.0% | +2.3% | -43.3% | -44.4% |
| YTD | +23.8% | -18.7% | +42.5% | +32.6% |
| 1Y | +11.6% | -17.8% | +29.4% | +18.9% |
| 3Y | +403.5% | +69.1% | +334.4% | +265.4% |
| 5Y | +647.0% | +26.5% | +620.6% | +492.0% |
| All | +1,917.9% | +170.3% | +1,747.5% | +1,011.5% |
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