+17,983.8%
ISRG vs LOW
+2,589.3%
+15,394.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -2.3% | -7.0% | +4.8% | +0.6% |
| 3M | -12.4% | -0.9% | -11.6% | -12.1% |
| 6M | -26.8% | -20.1% | -6.8% | -20.2% |
| YTD | -35.3% | -13.9% | -21.3% | -31.8% |
| 1Y | -19.3% | -21.1% | +1.8% | -12.1% |
| 3Y | +18.1% | -6.6% | +24.8% | +18.6% |
| 5Y | +2.6% | +9.4% | -6.7% | -4.1% |
| 10Y | +379.4% | +220.5% | +158.9% | +179.8% |
| All | +17,983.8% | +2,589.3% | +15,394.5% | +5,426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 all: compounded portfolio wealth divided by compounded LOW 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…
all analysis · Full analysis span regression · 6 months rolling