-25.5%
ISRG vs ON
+43.3%
-68.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -4.4% |
| 7D | -5.2% | -2.2% | -3.0% | -5.1% |
| 30D | -7.6% | -12.4% | +4.9% | -7.4% |
| 3M | -16.4% | -41.2% | +24.9% | -15.4% |
| 6M | -28.6% | +25.0% | -53.5% | -34.4% |
| YTD | -38.2% | +31.3% | -69.4% | -43.4% |
| 1Y | -25.5% | +45.4% | -70.9% | -34.6% |
| All | -25.5% | +43.3% | -68.8% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling