-20.1%
ISRG vs ALL
+28.9%
-49.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.4% | -3.9% | +9.3% | +6.0% |
| 30D | +8.6% | +10.6% | -2.0% | +8.1% |
| 3M | +21.6% | -4.6% | +26.1% | +22.1% |
| 6M | +2.3% | +20.2% | -17.9% | +1.1% |
| YTD | -18.7% | +23.7% | -42.4% | -20.1% |
| All | -20.1% | +28.9% | -49.0% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling