+69.0%
ISRG vs LSCC
+69.3%
-0.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -1.6% |
| 7D | +4.4% | -4.8% | +9.2% | +5.0% |
| 30D | +15.8% | -27.1% | +42.9% | +20.6% |
| 3M | +24.9% | -23.6% | +48.5% | +28.7% |
| 6M | +3.8% | -19.8% | +23.6% | +3.9% |
| YTD | -17.3% | +33.2% | -50.5% | -26.5% |
| 1Y | -14.6% | +55.2% | -69.8% | -26.8% |
| All | +69.0% | +69.3% | -0.3% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling