+22,229.9%
ISRG vs LOW
+2,872.4%
+19,357.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | +4.8% | +7.4% | -2.6% | +1.9% |
| 30D | +9.2% | +24.5% | -15.2% | -0.1% |
| 3M | +21.2% | +3.5% | +17.7% | +19.2% |
| 6M | +0.2% | -2.6% | +2.8% | +1.1% |
| YTD | -20.1% | -4.8% | -15.2% | -19.2% |
| 1Y | -17.3% | -0.8% | -16.5% | -18.0% |
| 3Y | +63.3% | +22.8% | +40.5% | +46.6% |
| 5Y | +24.1% | +5.3% | +18.8% | +17.4% |
| 10Y | +507.0% | +309.5% | +197.5% | +221.6% |
| All | +22,229.9% | +2,872.4% | +19,357.4% | +6,443.4% |
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