+17,983.8%
ISRG vs ON
+223.8%
+17,760.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -2.3% | -3.3% | +1.0% | -1.8% |
| 3M | -12.4% | -43.6% | +31.1% | -4.5% |
| 6M | -26.8% | +19.0% | -45.8% | -31.7% |
| YTD | -35.3% | +37.4% | -72.6% | -41.4% |
| 1Y | -19.3% | +54.8% | -74.1% | -29.1% |
| 3Y | +18.1% | -25.2% | +43.3% | +14.0% |
| 5Y | +2.6% | +62.7% | -60.1% | -16.6% |
| 10Y | +379.4% | +574.3% | -194.9% | +188.2% |
| All | +17,983.8% | +223.8% | +17,760.0% | +10,578.9% |
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