+23.9%
ISRG vs KEY
+11.7%
+12.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | +4.8% | -1.3% | +6.1% | +5.2% |
| 30D | +9.2% | +5.1% | +4.1% | +7.9% |
| 3M | +21.2% | -7.1% | +28.3% | +23.3% |
| 6M | +0.2% | -4.4% | +4.6% | +1.3% |
| YTD | -20.1% | +4.0% | -24.1% | -20.9% |
| 1Y | -17.3% | +23.4% | -40.7% | -21.6% |
| 3Y | +63.3% | +113.9% | -50.6% | +34.7% |
| All | +23.9% | +11.7% | +12.2% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling