-14.6%
ISRG vs COMP
+11.9%
-26.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -1.7% |
| 7D | +4.4% | -1.8% | +6.2% | +4.7% |
| 30D | +15.8% | -0.8% | +16.5% | +15.7% |
| 3M | +24.9% | -28.1% | +53.0% | +29.6% |
| 6M | +3.8% | +27.0% | -23.2% | +1.3% |
| YTD | -17.3% | -12.8% | -4.5% | -16.0% |
| 1Y | -14.6% | +4.9% | -19.5% | -15.8% |
| All | -14.6% | +11.9% | -26.5% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling