+17,983.8%
ISRG vs OMC
+228.5%
+17,755.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.2% |
| 7D | -1.6% | -6.4% | +4.8% | +1.1% |
| 30D | -2.3% | +1.1% | -3.4% | -2.9% |
| 3M | -12.4% | +10.4% | -22.9% | -16.3% |
| 6M | -26.8% | -1.7% | -25.1% | -26.7% |
| YTD | -35.3% | +4.4% | -39.7% | -37.5% |
| 1Y | -19.3% | +8.4% | -27.8% | -23.7% |
| 3Y | +18.1% | +14.4% | +3.7% | +6.2% |
| 5Y | +2.6% | +33.9% | -31.2% | -15.7% |
| 10Y | +379.4% | +34.9% | +344.6% | +266.8% |
| All | +17,983.8% | +228.5% | +17,755.3% | +7,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling