+356.0%
ISRG vs O
+50.0%
+305.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | -7.6% | -2.0% | -5.6% | -6.8% |
| 3M | -16.4% | +3.0% | -19.4% | -17.5% |
| 6M | -28.6% | -3.6% | -24.9% | -27.5% |
| YTD | -38.2% | +12.1% | -50.2% | -41.6% |
| 1Y | -25.5% | +8.9% | -34.4% | -28.7% |
| 3Y | +17.4% | +30.3% | -12.9% | +1.6% |
| 5Y | -3.0% | +13.7% | -16.7% | -10.4% |
| 10Y | +356.0% | +50.3% | +305.7% | +276.9% |
| All | +356.0% | +50.0% | +305.9% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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