+500.7%
ISRG vs M
-4.2%
+504.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.7% |
| 7D | +4.8% | -4.3% | +9.1% | +5.6% |
| 30D | +9.2% | +1.3% | +8.0% | +9.1% |
| 3M | +21.2% | -7.4% | +28.5% | +22.5% |
| 6M | +0.2% | +18.3% | -18.1% | -2.5% |
| YTD | -20.1% | +7.6% | -27.6% | -21.4% |
| 1Y | -17.3% | +17.4% | -34.7% | -19.9% |
| 3Y | +63.3% | +108.4% | -45.0% | +40.6% |
| 5Y | +24.1% | -10.6% | +34.7% | +16.3% |
| All | +500.7% | -4.2% | +504.8% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling