+500.7%
ISRG vs LSCC
+1,244.7%
-744.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -5.1% |
| 7D | +4.8% | +13.0% | -8.1% | +1.3% |
| 30D | +9.2% | -19.8% | +29.1% | +14.4% |
| 3M | +21.2% | -18.4% | +39.6% | +25.3% |
| 6M | +0.2% | -16.1% | +16.3% | +0.1% |
| YTD | -20.1% | +42.7% | -62.8% | -32.7% |
| 1Y | -17.3% | +68.0% | -85.3% | -33.8% |
| 3Y | +63.3% | +85.8% | -22.5% | +16.5% |
| 5Y | +24.1% | +28.0% | -4.0% | -7.7% |
| All | +500.7% | +1,244.7% | -744.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling