+539.2%
ISRG vs ALL
+377.9%
+161.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -2.0% | +5.0% | -7.1% | -4.1% |
| 30D | +5.6% | +13.3% | -7.8% | +0.1% |
| 3M | +10.5% | +3.2% | +7.4% | +8.8% |
| 6M | +2.6% | +25.3% | -22.7% | -7.9% |
| YTD | -21.7% | +30.5% | -52.1% | -31.4% |
| 1Y | -21.6% | +29.2% | -50.8% | -31.0% |
| 3Y | +57.0% | +119.1% | -62.1% | +3.8% |
| 5Y | +25.0% | +162.6% | -137.6% | -27.3% |
| All | +539.2% | +377.9% | +161.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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