-48.7%
C vs ISRG
+22,221.5%
-22,270.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.4% | -6.8% | +6.3% | +1.3% |
| 30D | -5.3% | +5.1% | -10.4% | -6.6% |
| 3M | -8.0% | +12.0% | -20.0% | -10.9% |
| 6M | -0.3% | +7.0% | -7.3% | -2.9% |
| YTD | +8.6% | -20.6% | +29.3% | +13.8% |
| 1Y | +25.8% | -21.4% | +47.3% | +32.1% |
| 3Y | +221.2% | +62.0% | +159.2% | +178.2% |
| 5Y | +113.6% | +28.1% | +85.4% | +91.3% |
| 10Y | +218.3% | +550.7% | -332.4% | +95.3% |
| All | -48.7% | +22,221.5% | -22,270.2% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling