+23.9%
ISRG vs HBM
+205.9%
-182.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | +4.8% | -3.6% | +8.5% | +5.4% |
| 30D | +9.2% | -19.2% | +28.4% | +12.8% |
| 3M | +21.2% | -20.5% | +41.7% | +24.8% |
| 6M | +0.2% | -12.8% | +13.1% | 0.0% |
| YTD | -20.1% | +5.4% | -25.5% | -24.3% |
| 1Y | -17.3% | +33.0% | -50.3% | -25.4% |
| 3Y | +63.3% | +357.3% | -294.0% | +8.2% |
| All | +23.9% | +205.9% | -182.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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