+536.3%
ISRG vs IT
+96.9%
+439.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.4% | -18.8% | +24.2% | +13.5% |
| 30D | +8.6% | -0.1% | +8.7% | +7.7% |
| 3M | +21.6% | +2.9% | +18.7% | +18.2% |
| 6M | +2.3% | +20.4% | -18.1% | -9.2% |
| YTD | -18.7% | -24.3% | +5.6% | -13.6% |
| 1Y | -17.8% | -17.2% | -0.6% | -16.3% |
| 3Y | +69.1% | -52.4% | +121.5% | +114.3% |
| 5Y | +26.5% | -43.7% | +70.2% | +43.7% |
| 10Y | +536.3% | +90.3% | +446.0% | +301.4% |
| All | +536.3% | +96.9% | +439.3% | +301.4% |
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