+105.9%
C vs ISRG
+23.7%
+82.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.5% |
| 7D | -2.4% | +4.8% | -7.2% | -3.9% |
| 30D | -6.0% | +9.2% | -15.2% | -8.6% |
| 3M | -10.5% | +21.2% | -31.7% | -16.1% |
| 6M | -5.7% | +0.2% | -5.9% | -6.8% |
| YTD | +4.1% | -20.1% | +24.2% | +10.6% |
| 1Y | +20.5% | -17.3% | +37.8% | +26.6% |
| 3Y | +208.1% | +63.3% | +144.8% | +159.7% |
| All | +105.9% | +23.7% | +82.2% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling