+539.2%
ISRG vs A
+302.9%
+236.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -2.0% | -0.5% | -1.6% | -1.8% |
| 30D | +5.6% | 0.0% | +5.6% | +5.3% |
| 3M | +10.5% | +16.7% | -6.2% | -0.1% |
| 6M | +2.6% | +54.8% | -52.2% | -23.4% |
| YTD | -21.7% | +28.8% | -50.5% | -34.7% |
| 1Y | -21.6% | +19.3% | -40.9% | -31.3% |
| 3Y | +57.0% | +65.5% | -8.5% | +3.4% |
| 5Y | +25.0% | +12.1% | +12.9% | +7.0% |
| All | +539.2% | +302.9% | +236.3% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling