+23.9%
ISRG vs HIG
+104.7%
-80.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.4% |
| 7D | +4.8% | +1.1% | +3.8% | +4.5% |
| 30D | +9.2% | +5.6% | +3.7% | +6.9% |
| 3M | +21.2% | -6.9% | +28.0% | +24.6% |
| 6M | +0.2% | +1.3% | -1.1% | -0.7% |
| YTD | -20.1% | -1.5% | -18.6% | -20.2% |
| 1Y | -17.3% | +6.6% | -23.9% | -20.4% |
| 3Y | +63.3% | +91.2% | -27.9% | +14.9% |
| All | +23.9% | +104.7% | -80.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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