+22,229.9%
ISRG vs A
+344.3%
+21,885.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +9.2% | +3.4% | +5.9% | +7.8% |
| 3M | +21.2% | +23.8% | -2.7% | +11.9% |
| 6M | +0.2% | +49.0% | -48.8% | -14.0% |
| YTD | -20.1% | +29.4% | -49.4% | -28.0% |
| 1Y | -17.3% | +19.4% | -36.7% | -23.5% |
| 3Y | +63.3% | +66.2% | -2.9% | +31.9% |
| 5Y | +24.1% | +15.8% | +8.3% | +13.7% |
| 10Y | +507.0% | +326.1% | +180.9% | +272.3% |
| All | +22,229.9% | +344.3% | +21,885.6% | +9,197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling