-25.5%
ISRG vs O
+9.0%
-34.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -7.6% | -2.0% | -5.6% | -7.2% |
| 3M | -16.4% | +3.0% | -19.4% | -16.3% |
| 6M | -28.6% | -3.6% | -24.9% | -28.5% |
| YTD | -38.2% | +12.1% | -50.2% | -39.7% |
| 1Y | -25.5% | +8.9% | -34.4% | -25.6% |
| All | -25.5% | +9.0% | -34.5% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling