+533.8%
ISRG vs A
+300.7%
+233.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.8% |
| 7D | -6.1% | +0.7% | -6.8% | -6.6% |
| 30D | +4.2% | +0.8% | +3.4% | +3.4% |
| 3M | +9.6% | +16.9% | -7.3% | -1.0% |
| 6M | +1.9% | +53.8% | -51.9% | -23.7% |
| YTD | -22.3% | +28.1% | -50.4% | -35.0% |
| 1Y | -23.2% | +15.0% | -38.2% | -31.2% |
| 3Y | +58.5% | +63.1% | -4.6% | +5.5% |
| 5Y | +23.9% | +11.5% | +12.5% | +6.4% |
| All | +533.8% | +300.7% | +233.2% | +136.7% |
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