+3.4%
ISRG vs ONON
-24.2%
+27.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.5% | -5.3% | +2.8% | -1.3% |
| 30D | -10.2% | -13.1% | +3.0% | -7.3% |
| 3M | -12.5% | -29.3% | +16.8% | -6.1% |
| 6M | -25.8% | -34.5% | +8.7% | -19.5% |
| YTD | -36.4% | -42.2% | +5.9% | -29.1% |
| 1Y | -19.9% | -37.3% | +17.4% | -13.0% |
| 3Y | +20.9% | -9.3% | +30.1% | +16.5% |
| All | +3.4% | -24.2% | +27.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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