+113.6%
C vs ISRG
+24.8%
+88.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | +4.2% | -2.0% | +6.2% | +4.8% |
| 30D | +2.0% | +5.6% | -3.6% | +0.1% |
| 3M | -10.1% | +10.5% | -20.7% | -13.2% |
| 6M | +1.0% | +2.6% | -1.6% | -0.9% |
| YTD | +8.5% | -21.7% | +30.1% | +15.9% |
| 1Y | +25.7% | -21.6% | +47.3% | +34.3% |
| 3Y | +216.0% | +57.0% | +159.0% | +169.3% |
| All | +113.6% | +24.8% | +88.8% | +74.4% |
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