+81.7%
ISRG vs COMP
-52.0%
+133.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.7% | -14.1% | -4.8% |
| 7D | +4.8% | +13.4% | -8.6% | +2.9% |
| 30D | +9.2% | +11.1% | -1.9% | +7.3% |
| 3M | +21.2% | -18.8% | +40.0% | +24.1% |
| 6M | +0.2% | +10.5% | -10.3% | -2.2% |
| YTD | -20.1% | -3.4% | -16.6% | -21.5% |
| 1Y | -17.3% | +19.7% | -37.0% | -21.5% |
| 3Y | +63.3% | +381.6% | -318.3% | +19.0% |
| 5Y | +24.1% | -17.6% | +41.7% | +7.0% |
| All | +81.7% | -52.0% | +133.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling