+504.1%
ISRG vs HWM
+1,278.2%
-774.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.8% |
| 7D | -6.8% | +5.0% | -11.7% | -8.2% |
| 30D | +5.1% | +1.5% | +3.6% | +3.9% |
| 3M | +12.0% | -20.3% | +32.4% | +19.0% |
| 6M | +7.0% | -18.0% | +25.0% | +12.2% |
| YTD | -20.6% | +9.5% | -30.1% | -25.0% |
| 1Y | -21.4% | +7.5% | -28.9% | -25.3% |
| 3Y | +62.0% | +355.7% | -293.7% | -5.9% |
| 5Y | +28.1% | +610.2% | -582.1% | -35.5% |
| 10Y | +550.7% | +1,516.8% | -966.1% | +145.2% |
| All | +504.1% | +1,278.2% | -774.1% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling