+28.1%
ISRG vs HWM
+603.8%
-575.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | -6.8% | +5.0% | -11.7% | -8.5% |
| 30D | +5.1% | +1.5% | +3.6% | +3.8% |
| 3M | +12.0% | -20.3% | +32.4% | +21.0% |
| 6M | +7.0% | -18.0% | +25.0% | +13.6% |
| YTD | -20.6% | +9.5% | -30.1% | -26.9% |
| 1Y | -21.4% | +7.5% | -28.9% | -27.1% |
| 3Y | +62.0% | +355.7% | -293.7% | -31.7% |
| 5Y | +28.1% | +610.2% | -582.1% | -59.7% |
| All | +28.1% | +603.8% | -575.7% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling