+63.3%
ISRG vs O
+37.3%
+26.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +4.8% | +3.7% | +1.1% | +4.0% |
| 30D | +9.2% | +11.2% | -2.0% | +7.0% |
| 3M | +21.2% | -4.0% | +25.1% | +22.1% |
| 6M | +0.2% | -5.2% | +5.5% | +1.2% |
| YTD | -20.1% | +9.5% | -29.5% | -21.8% |
| 1Y | -17.3% | +10.6% | -27.9% | -19.3% |
| 3Y | +63.3% | +38.1% | +25.2% | +43.3% |
| All | +63.3% | +37.3% | +26.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling