+71.6%
VZ vs ISRG
+537.7%
-466.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.9% | -6.8% | +7.7% | +1.6% |
| 30D | +8.9% | +5.1% | +3.8% | +8.3% |
| 3M | +0.1% | +12.0% | -11.9% | -1.2% |
| 6M | +1.9% | +7.0% | -5.1% | +0.7% |
| YTD | +22.0% | -20.6% | +42.7% | +24.3% |
| 1Y | +22.1% | -21.4% | +43.5% | +24.5% |
| 3Y | +58.7% | +62.0% | -3.3% | +43.9% |
| 5Y | +22.3% | +28.1% | -5.8% | +12.5% |
| 10Y | +71.6% | +550.7% | -479.1% | +41.4% |
| All | +71.6% | +537.7% | -466.0% | +41.4% |
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