+93.5%
ISRG vs COMP
-52.8%
+146.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +8.3% |
| 7D | +8.5% | +9.5% | -1.0% | +7.2% |
| 30D | +18.6% | +8.1% | +10.5% | +17.2% |
| 3M | +30.9% | -16.3% | +47.2% | +33.7% |
| 6M | +6.6% | +42.2% | -35.6% | +0.1% |
| YTD | -14.9% | -5.0% | -9.9% | -16.1% |
| 1Y | -10.5% | +20.1% | -30.6% | -14.9% |
| 3Y | +73.1% | +358.4% | -285.4% | +27.3% |
| 5Y | +32.7% | -21.9% | +54.6% | +15.1% |
| All | +93.5% | -52.8% | +146.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling