-25.5%
ISRG vs A
+16.1%
-41.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.9% | -3.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | -7.6% | +0.6% | -8.2% | -7.8% |
| 3M | -16.4% | +10.9% | -27.2% | -18.8% |
| 6M | -28.6% | +28.2% | -56.7% | -33.9% |
| YTD | -38.2% | +8.6% | -46.7% | -39.3% |
| 1Y | -25.5% | +15.5% | -41.0% | -26.6% |
| All | -25.5% | +16.1% | -41.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling