+570.8%
ISRG vs INDA
+115.1%
+455.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -2.3% | -0.8% | -1.5% | -1.9% |
| 3M | -12.4% | +3.9% | -16.4% | -14.2% |
| 6M | -26.8% | -0.7% | -26.1% | -26.6% |
| YTD | -35.3% | -7.7% | -27.6% | -32.6% |
| 1Y | -19.3% | -5.1% | -14.2% | -17.2% |
| 3Y | +18.1% | +13.6% | +4.5% | +10.4% |
| 5Y | +2.6% | +7.8% | -5.2% | -1.3% |
| 10Y | +379.4% | +84.6% | +294.8% | +255.2% |
| All | +570.8% | +115.1% | +455.6% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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