+69.1%
ISRG vs M
+142.9%
-73.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +0.3% |
| 7D | +5.4% | +2.5% | +2.9% | +4.9% |
| 30D | +8.6% | +10.1% | -1.4% | +6.9% |
| 3M | +21.6% | -0.9% | +22.5% | +21.5% |
| 6M | +2.3% | +30.2% | -27.8% | -2.2% |
| YTD | -18.7% | +16.3% | -35.0% | -21.2% |
| 1Y | -17.8% | +27.0% | -44.7% | -21.5% |
| 3Y | +69.1% | +154.5% | -85.4% | +39.5% |
| All | +69.1% | +142.9% | -73.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling