+72.6%
VZ vs ISRG
+542.9%
-470.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +1.7% |
| 30D | +4.4% | +5.6% | -1.2% | +3.7% |
| 3M | -2.4% | +10.5% | -12.9% | -3.5% |
| 6M | +1.4% | +2.6% | -1.2% | +0.7% |
| YTD | +21.4% | -21.7% | +43.1% | +23.8% |
| 1Y | +20.3% | -21.6% | +41.8% | +22.6% |
| 3Y | +57.4% | +57.0% | +0.3% | +43.3% |
| 5Y | +21.9% | +25.0% | -3.0% | +12.6% |
| All | +72.6% | +542.9% | -470.3% | +42.1% |
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