+23,005.1%
ISRG vs ALL
+2,051.5%
+20,953.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +4.4% | +4.2% | +0.2% | +2.8% |
| 30D | +15.8% | +18.9% | -3.2% | +8.1% |
| 3M | +24.9% | +1.2% | +23.6% | +23.9% |
| 6M | +3.8% | +23.2% | -19.4% | -5.3% |
| YTD | -17.3% | +30.0% | -47.3% | -26.5% |
| 1Y | -14.6% | +39.6% | -54.2% | -26.3% |
| 3Y | +68.2% | +115.2% | -47.0% | +19.0% |
| 5Y | +28.4% | +156.2% | -127.9% | -17.2% |
| 10Y | +528.0% | +398.0% | +130.0% | +205.7% |
| All | +23,005.1% | +2,051.5% | +20,953.6% | +5,732.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling