-10.5%
ISRG vs M
+36.6%
-47.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.6% | +1.8% | +7.5% |
| 7D | +8.5% | +8.3% | +0.3% | +6.5% |
| 30D | +18.6% | +14.2% | +4.4% | +15.1% |
| 3M | +30.9% | -1.1% | +32.0% | +30.5% |
| 6M | +6.6% | +36.6% | -30.0% | +0.2% |
| YTD | -14.9% | +19.8% | -34.7% | -18.4% |
| 1Y | -10.5% | +37.2% | -47.7% | -17.1% |
| All | -10.5% | +36.6% | -47.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling