-3.0%
ISRG vs OMC
+32.6%
-35.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -5.2% | -5.8% | +0.6% | -3.2% |
| 30D | -7.6% | -4.8% | -2.7% | -6.0% |
| 3M | -16.4% | +9.2% | -25.6% | -19.0% |
| 6M | -28.6% | -2.5% | -26.1% | -28.1% |
| YTD | -38.2% | +2.6% | -40.7% | -39.3% |
| 1Y | -25.5% | +5.9% | -31.4% | -28.0% |
| 3Y | +17.4% | +14.2% | +3.2% | +5.6% |
| 5Y | -3.0% | +33.2% | -36.2% | -22.4% |
| All | -3.0% | +32.6% | -35.6% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling