+19.2%
ISRG vs HWM
+426.8%
-407.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | -2.3% | -11.0% | +8.7% | +1.0% |
| 3M | -12.4% | +4.0% | -16.5% | -14.2% |
| 6M | -26.8% | -0.2% | -26.6% | -27.6% |
| YTD | -35.3% | +26.7% | -61.9% | -41.3% |
| 1Y | -19.3% | +44.7% | -64.0% | -30.8% |
| All | +19.2% | +426.8% | -407.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 3y: compounded portfolio wealth divided by compounded HWM 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…
3y analysis · Full analysis span regression · 6 months rolling