-23.2%
ISRG vs B
+7.9%
-31.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | -6.1% | -6.2% | +0.1% | -5.5% |
| 30D | +4.2% | -6.6% | +10.8% | +4.5% |
| 3M | +9.6% | -7.9% | +17.5% | +9.8% |
| 6M | +1.9% | -16.8% | +18.7% | +2.4% |
| YTD | -22.3% | -11.7% | -10.7% | -23.3% |
| 1Y | -23.2% | +3.5% | -26.6% | -24.8% |
| All | -23.2% | +7.9% | -31.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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