-25.5%
ISRG vs IT
-29.8%
+4.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.4% | +2.9% | -3.4% |
| 7D | -5.2% | -9.1% | +4.0% | -3.8% |
| 30D | -7.6% | -7.0% | -0.6% | -6.6% |
| 3M | -16.4% | +7.6% | -24.0% | -18.3% |
| 6M | -28.6% | +2.1% | -30.7% | -29.8% |
| YTD | -38.2% | -31.6% | -6.6% | -34.2% |
| 1Y | -25.5% | -29.9% | +4.4% | -22.3% |
| All | -25.5% | -29.8% | +4.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling