-50.8%
C vs ISRG
+22,383.9%
-22,434.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | -2.4% | +4.8% | -7.2% | -3.6% |
| 30D | -6.0% | +9.2% | -15.2% | -8.2% |
| 3M | -10.5% | +21.2% | -31.7% | -15.0% |
| 6M | -5.7% | +0.2% | -5.9% | -6.8% |
| YTD | +4.1% | -20.1% | +24.2% | +8.9% |
| 1Y | +20.5% | -17.3% | +37.8% | +24.9% |
| 3Y | +208.1% | +63.3% | +144.8% | +166.4% |
| 5Y | +110.4% | +24.1% | +86.4% | +90.0% |
| 10Y | +234.6% | +507.0% | -272.3% | +108.1% |
| All | -50.8% | +22,383.9% | -22,434.7% | -80.9% |
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