+22,229.9%
ISRG vs HIG
+323.4%
+21,906.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.9% |
| 7D | +4.8% | +1.1% | +3.8% | +4.6% |
| 30D | +9.2% | +5.6% | +3.7% | +8.0% |
| 3M | +21.2% | -6.9% | +28.0% | +23.0% |
| 6M | +0.2% | +1.3% | -1.1% | -0.2% |
| YTD | -20.1% | -1.5% | -18.6% | -20.0% |
| 1Y | -17.3% | +6.6% | -23.9% | -18.8% |
| 3Y | +63.3% | +91.2% | -27.9% | +40.2% |
| 5Y | +24.1% | +106.1% | -82.0% | +4.6% |
| 10Y | +507.0% | +283.7% | +223.2% | +333.4% |
| All | +22,229.9% | +323.4% | +21,906.4% | +14,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling