+57.0%
ISRG vs IT
-53.3%
+110.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | +5.6% | -1.8% | +7.4% | +5.5% |
| 3M | +10.5% | +4.8% | +5.7% | +8.4% |
| 6M | +2.6% | +33.0% | -30.4% | -6.5% |
| YTD | -21.7% | -23.8% | +2.2% | -17.1% |
| 1Y | -21.6% | -16.5% | -5.0% | -19.4% |
| 3Y | +57.0% | -53.6% | +110.7% | +96.6% |
| All | +57.0% | -53.3% | +110.3% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling