+57.2%
VZ vs ISRG
+65.7%
-8.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +2.2% | +5.4% | -3.2% | +2.4% |
| 30D | +10.6% | +8.6% | +2.0% | +10.8% |
| 3M | -0.6% | +21.6% | -22.2% | -0.2% |
| 6M | +0.7% | +2.3% | -1.6% | +0.4% |
| YTD | +20.6% | -18.7% | +39.3% | +19.1% |
| 1Y | +22.7% | -17.8% | +40.5% | +21.3% |
| 3Y | +57.2% | +69.1% | -11.8% | +56.1% |
| All | +57.2% | +65.7% | -8.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling