+22,229.9%
ISRG vs ON
+175.6%
+22,054.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.4% |
| 7D | +4.8% | -11.7% | +16.5% | +7.1% |
| 30D | +9.2% | -23.3% | +32.5% | +14.3% |
| 3M | +21.2% | -19.2% | +40.3% | +25.0% |
| 6M | +0.2% | -40.1% | +40.4% | +6.6% |
| YTD | -20.1% | +16.9% | -37.0% | -26.0% |
| 1Y | -17.3% | +29.7% | -47.1% | -25.2% |
| 3Y | +63.3% | -4.4% | +67.7% | +50.2% |
| 5Y | +24.1% | +7.1% | +17.0% | +8.5% |
| 10Y | +507.0% | +447.2% | +59.8% | +276.0% |
| All | +22,229.9% | +175.6% | +22,054.2% | +13,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling