+112.4%
C vs ISRG
+24.4%
+88.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +4.7% | -6.1% | +10.8% | +6.7% |
| 30D | +0.2% | +4.2% | -4.1% | -1.3% |
| 3M | -9.3% | +9.6% | -19.0% | -12.2% |
| 6M | -0.8% | +1.9% | -2.7% | -2.5% |
| YTD | +8.5% | -22.3% | +30.8% | +16.3% |
| 1Y | +23.1% | -23.2% | +46.2% | +32.3% |
| 3Y | +220.8% | +58.5% | +162.3% | +172.6% |
| 5Y | +112.4% | +23.9% | +88.5% | +74.4% |
| All | +112.4% | +24.4% | +88.0% | +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