+356.0%
ISRG vs ON
+552.1%
-196.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -3.3% |
| 7D | -5.2% | -2.2% | -3.0% | -4.6% |
| 30D | -7.6% | -12.4% | +4.9% | -4.4% |
| 3M | -16.4% | -41.2% | +24.9% | -6.3% |
| 6M | -28.6% | +25.0% | -53.5% | -37.2% |
| YTD | -38.2% | +31.3% | -69.4% | -46.7% |
| 1Y | -25.5% | +45.4% | -70.9% | -38.4% |
| 3Y | +17.4% | -27.4% | +44.8% | +10.7% |
| 5Y | -3.0% | +58.5% | -61.4% | -33.3% |
| 10Y | +356.0% | +561.8% | -205.9% | +85.2% |
| All | +356.0% | +552.1% | -196.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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