+23.9%
ISRG vs O
+10.1%
+13.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | +4.8% | +3.7% | +1.1% | +3.2% |
| 30D | +9.2% | +11.2% | -2.0% | +4.2% |
| 3M | +21.2% | -4.0% | +25.1% | +23.3% |
| 6M | +0.2% | -5.2% | +5.5% | +2.6% |
| YTD | -20.1% | +9.5% | -29.5% | -24.1% |
| 1Y | -17.3% | +10.6% | -27.9% | -22.0% |
| 3Y | +63.3% | +38.1% | +25.2% | +30.5% |
| All | +23.9% | +10.1% | +13.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling