+2.0%
ISRG vs ALL
+118.4%
-116.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | -1.5% | -0.8% | -2.0% |
| 3M | -12.4% | +23.6% | -36.1% | -18.0% |
| 6M | -26.8% | +22.3% | -49.2% | -31.3% |
| YTD | -35.3% | +26.5% | -61.8% | -40.0% |
| 1Y | -19.3% | +27.0% | -46.3% | -25.4% |
| 3Y | +18.1% | +149.6% | -131.4% | -14.2% |
| All | +2.0% | +118.4% | -116.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling