+65.5%
VZ vs ISRG
+501.0%
-435.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.6% |
| 7D | +2.1% | +4.8% | -2.7% | +1.6% |
| 30D | +1.4% | +9.2% | -7.9% | +0.4% |
| 3M | -1.3% | +21.2% | -22.4% | -3.3% |
| 6M | -0.5% | +0.2% | -0.8% | -1.0% |
| YTD | +19.6% | -20.1% | +39.7% | +21.8% |
| 1Y | +22.4% | -17.3% | +39.7% | +24.0% |
| 3Y | +55.9% | +63.3% | -7.4% | +41.3% |
| 5Y | +20.4% | +24.1% | -3.7% | +11.4% |
| All | +65.5% | +501.0% | -435.5% | +33.3% |
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