+23,005.1%
ISRG vs B
+216.9%
+22,788.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +4.4% | +4.3% | +0.1% | +4.0% |
| 30D | +15.8% | -0.9% | +16.7% | +15.8% |
| 3M | +24.9% | -1.4% | +26.2% | +24.7% |
| 6M | +3.8% | +5.0% | -1.2% | +2.5% |
| YTD | -17.3% | -5.8% | -11.4% | -17.6% |
| 1Y | -14.6% | +25.6% | -40.2% | -17.6% |
| 3Y | +68.2% | +161.6% | -93.4% | +48.6% |
| 5Y | +28.4% | +135.2% | -106.8% | +13.7% |
| 10Y | +528.0% | +170.7% | +357.3% | +438.0% |
| All | +23,005.1% | +216.9% | +22,788.2% | +17,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling