+19.2%
ISRG vs KEY
+122.6%
-103.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +2.2% | -3.8% | -2.2% |
| 30D | -2.3% | -3.0% | +0.8% | -1.5% |
| 3M | -12.4% | +3.3% | -15.8% | -13.2% |
| 6M | -26.8% | +9.2% | -36.0% | -28.6% |
| YTD | -35.3% | +10.6% | -45.9% | -37.1% |
| 1Y | -19.3% | +20.4% | -39.7% | -23.5% |
| All | +19.2% | +122.6% | -103.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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