+223.5%
C vs ISRG
+501.0%
-277.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.9% |
| 7D | -2.4% | +4.8% | -7.2% | -4.4% |
| 30D | -6.0% | +9.2% | -15.2% | -9.5% |
| 3M | -10.5% | +21.2% | -31.7% | -17.8% |
| 6M | -5.7% | +0.2% | -5.9% | -7.5% |
| YTD | +4.1% | -20.1% | +24.2% | +12.1% |
| 1Y | +20.5% | -17.3% | +37.8% | +27.8% |
| 3Y | +208.1% | +63.3% | +144.8% | +136.0% |
| 5Y | +110.4% | +24.1% | +86.4% | +74.3% |
| All | +223.5% | +501.0% | -277.5% | +65.3% |
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