+17,983.8%
ISRG vs LSCC
+198.6%
+17,785.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -2.3% | -9.7% | +7.4% | -0.3% |
| 3M | -12.4% | -23.7% | +11.3% | -8.9% |
| 6M | -26.8% | +26.5% | -53.3% | -32.8% |
| YTD | -35.3% | +57.5% | -92.8% | -43.8% |
| 1Y | -19.3% | +75.7% | -95.0% | -32.2% |
| 3Y | +18.1% | +19.5% | -1.3% | +2.2% |
| 5Y | +2.6% | +83.8% | -81.1% | -22.0% |
| 10Y | +379.4% | +1,772.4% | -1,392.9% | +109.9% |
| All | +17,983.8% | +198.6% | +17,785.2% | +6,565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling