+17,983.8%
ISRG vs M
+153.5%
+17,830.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.4% |
| 7D | -1.6% | +4.7% | -6.3% | -2.6% |
| 30D | -2.3% | -9.6% | +7.4% | -0.2% |
| 3M | -12.4% | +0.9% | -13.3% | -12.9% |
| 6M | -26.8% | +22.3% | -49.1% | -30.3% |
| YTD | -35.3% | +6.5% | -41.8% | -36.7% |
| 1Y | -19.3% | +38.8% | -58.1% | -25.9% |
| 3Y | +18.1% | +115.9% | -97.8% | -6.6% |
| 5Y | +2.6% | +28.6% | -26.0% | -14.8% |
| 10Y | +379.4% | -2.5% | +382.0% | +250.3% |
| All | +17,983.8% | +153.5% | +17,830.4% | +9,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling