+26.5%
ISRG vs B
+147.6%
-121.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.0% |
| 7D | +5.4% | +11.3% | -5.9% | +3.6% |
| 30D | +8.6% | +2.9% | +5.7% | +7.9% |
| 3M | +21.6% | -2.9% | +24.4% | +21.5% |
| 6M | +2.3% | -1.2% | +3.5% | +1.3% |
| YTD | -18.7% | -1.3% | -17.3% | -20.1% |
| 1Y | -17.8% | +30.4% | -48.2% | -23.9% |
| 3Y | +69.1% | +195.3% | -126.2% | +27.1% |
| 5Y | +26.5% | +146.2% | -119.7% | -3.1% |
| All | +26.5% | +147.6% | -121.1% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling