+378.3%
ISRG vs M
-1.9%
+380.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -1.6% | +4.7% | -6.3% | -2.3% |
| 30D | -2.3% | -9.6% | +7.4% | -0.8% |
| 3M | -12.4% | +0.9% | -13.3% | -12.7% |
| 6M | -26.8% | +22.3% | -49.1% | -29.2% |
| YTD | -35.3% | +6.5% | -41.8% | -36.2% |
| 1Y | -19.3% | +38.8% | -58.1% | -23.7% |
| 3Y | +18.1% | +115.9% | -97.8% | +1.1% |
| 5Y | +2.6% | +28.6% | -26.0% | -8.4% |
| All | +378.3% | -1.9% | +380.2% | +260.5% |
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