+356.0%
ISRG vs IT
+89.8%
+266.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.4% | +2.9% | -1.6% |
| 7D | -5.2% | -9.1% | +4.0% | -1.7% |
| 30D | -7.6% | -7.0% | -0.6% | -5.3% |
| 3M | -16.4% | +7.6% | -24.0% | -20.8% |
| 6M | -28.6% | +2.1% | -30.7% | -31.9% |
| YTD | -38.2% | -31.6% | -6.6% | -30.8% |
| 1Y | -25.5% | -29.9% | +4.4% | -18.4% |
| 3Y | +17.4% | -51.3% | +68.7% | +45.9% |
| 5Y | -3.0% | -44.8% | +41.8% | +11.6% |
| 10Y | +356.0% | +91.4% | +264.6% | +204.7% |
| All | +356.0% | +89.8% | +266.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling