+905.2%
VRT vs ISRG
+2.5%
+902.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.9% |
| 7D | +9.1% | -1.6% | +10.7% | +10.2% |
| 30D | +0.9% | -2.3% | +3.2% | +1.8% |
| 3M | -13.4% | -12.4% | -0.9% | -8.3% |
| 6M | +11.7% | -26.8% | +38.5% | +31.7% |
| YTD | +73.2% | -35.3% | +108.5% | +122.8% |
| 1Y | +123.4% | -19.3% | +142.7% | +138.6% |
| 3Y | +606.2% | +18.1% | +588.0% | +487.2% |
| All | +905.2% | +2.5% | +902.7% | +679.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling