+28.4%
ISRG vs COMP
-28.0%
+56.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -1.6% |
| 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% | +30.4% |
| 6M | +3.8% | +27.0% | -23.2% | -1.1% |
| YTD | -17.3% | -12.8% | -4.5% | -17.5% |
| 1Y | -14.6% | +4.9% | -19.5% | -17.3% |
| 3Y | +68.2% | +321.0% | -252.8% | +23.8% |
| 5Y | +28.4% | -25.6% | +54.0% | +20.2% |
| All | +28.4% | -28.0% | +56.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling