+1,740.6%
VRT vs ISRG
+165.8%
+1,574.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +5.1% |
| 7D | -21.4% | +4.8% | -26.2% | -23.9% |
| 30D | -25.8% | +9.2% | -35.0% | -30.0% |
| 3M | -33.5% | +21.2% | -54.7% | -41.3% |
| 6M | -49.0% | +0.2% | -49.3% | -51.5% |
| YTD | +12.9% | -20.1% | +33.0% | +21.9% |
| 1Y | 0.0% | -17.3% | +17.4% | +6.0% |
| 3Y | +361.8% | +63.3% | +298.5% | +240.9% |
| 5Y | +565.1% | +24.1% | +541.1% | +431.7% |
| All | +1,740.6% | +165.8% | +1,574.8% | +921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling