+291.9%
C vs ISRG
+378.3%
-86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +3.6% | -1.6% | +5.2% | +4.3% |
| 30D | +0.1% | -2.3% | +2.3% | +0.8% |
| 3M | +2.4% | -12.4% | +14.9% | +6.9% |
| 6M | +24.9% | -26.8% | +51.8% | +39.9% |
| YTD | +19.8% | -35.3% | +55.1% | +41.2% |
| 1Y | +44.9% | -19.3% | +64.2% | +54.0% |
| 3Y | +263.0% | +18.1% | +244.8% | +219.2% |
| 5Y | +129.5% | +2.6% | +126.9% | +105.5% |
| All | +291.9% | +378.3% | -86.4% | +109.5% |
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