+47.2%
ISRG vs COMP
-47.7%
+94.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -2.3% | -13.3% | +11.1% | -0.4% |
| 3M | -12.4% | +41.1% | -53.6% | -16.7% |
| 6M | -26.8% | +17.2% | -44.0% | -29.5% |
| YTD | -35.3% | +5.2% | -40.5% | -36.9% |
| 1Y | -19.3% | +18.9% | -38.3% | -23.3% |
| 3Y | +18.1% | +215.9% | -197.8% | -7.8% |
| 5Y | +2.6% | -31.2% | +33.8% | -10.5% |
| All | +47.2% | -47.7% | +94.8% | +36.8% |
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 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