+742.5%
ISRG vs INDA
+121.6%
+620.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +5.4% | +6.1% | -0.7% | +2.2% |
| 30D | +8.6% | +11.7% | -3.1% | +2.5% |
| 3M | +21.6% | +2.1% | +19.5% | +20.2% |
| 6M | +2.3% | +3.2% | -0.8% | +0.6% |
| YTD | -18.7% | -4.9% | -13.8% | -16.7% |
| 1Y | -17.8% | -4.4% | -13.4% | -16.0% |
| 3Y | +69.1% | +17.6% | +51.5% | +55.0% |
| 5Y | +26.5% | +9.9% | +16.6% | +20.3% |
| 10Y | +536.3% | +102.7% | +433.6% | +356.4% |
| All | +742.5% | +121.6% | +620.9% | +477.5% |
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