+69.0%
ISRG vs B
+164.0%
-95.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +4.4% | +4.3% | +0.1% | +3.8% |
| 30D | +15.8% | -0.9% | +16.7% | +15.7% |
| 3M | +24.9% | -1.4% | +26.2% | +24.4% |
| 6M | +3.8% | +5.0% | -1.2% | +1.7% |
| YTD | -17.3% | -5.8% | -11.4% | -18.0% |
| 1Y | -14.6% | +25.6% | -40.2% | -19.4% |
| All | +69.0% | +164.0% | -95.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling