+28.4%
ISRG vs LSCC
+18.7%
+9.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -0.9% |
| 7D | +4.4% | -4.8% | +9.2% | +5.3% |
| 30D | +15.8% | -27.1% | +42.9% | +23.3% |
| 3M | +24.9% | -23.6% | +48.5% | +30.7% |
| 6M | +3.8% | -19.8% | +23.6% | +4.5% |
| YTD | -17.3% | +33.2% | -50.5% | -28.9% |
| 1Y | -14.6% | +55.2% | -69.8% | -29.9% |
| 3Y | +68.2% | +70.1% | -1.9% | +22.5% |
| 5Y | +28.4% | +19.5% | +8.9% | -7.4% |
| All | +28.4% | +18.7% | +9.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling