+539.2%
ISRG vs OMC
+53.0%
+486.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -2.0% | +1.9% | -3.9% | -2.7% |
| 30D | +5.6% | +12.2% | -6.6% | +1.3% |
| 3M | +10.5% | +0.6% | +10.0% | +10.1% |
| 6M | +2.6% | +21.0% | -18.4% | -4.6% |
| YTD | -21.7% | +12.4% | -34.0% | -25.8% |
| 1Y | -21.6% | +25.4% | -47.0% | -28.9% |
| 3Y | +57.0% | +29.2% | +27.8% | +36.9% |
| 5Y | +25.0% | +52.6% | -27.6% | +0.3% |
| All | +539.2% | +53.0% | +486.2% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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