+28.1%
ISRG vs ONON
-7.5%
+35.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -10.1% | +3.4% | -4.4% |
| 30D | +5.1% | -1.8% | +6.9% | +5.5% |
| 3M | +12.0% | +12.3% | -0.3% | +8.8% |
| 6M | +7.0% | +2.0% | +5.0% | +5.3% |
| YTD | -20.6% | -25.3% | +4.7% | -16.6% |
| 1Y | -21.4% | -1.3% | -20.1% | -23.1% |
| 3Y | +62.0% | +29.0% | +33.0% | +43.3% |
| 5Y | +28.1% | -6.2% | +34.4% | +7.9% |
| All | +28.1% | -7.5% | +35.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling