+16.8%
ISRG vs ON
-28.4%
+45.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -5.0% | -1.9% | -3.1% | -4.8% |
| 30D | -10.2% | -11.0% | +0.8% | -8.8% |
| 3M | -17.2% | -39.3% | +22.1% | -12.4% |
| 6M | -28.4% | +19.8% | -48.3% | -34.4% |
| YTD | -37.6% | +31.1% | -68.7% | -44.0% |
| 1Y | -24.4% | +46.0% | -70.4% | -34.2% |
| All | +16.8% | -28.4% | +45.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling