+132.0%
ISRG vs OPEN
-87.0%
+219.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -21.8% | +18.4% | -1.5% |
| 7D | +4.8% | -22.2% | +27.0% | +6.8% |
| 30D | +9.2% | -38.3% | +47.6% | +13.2% |
| 3M | +21.2% | -59.4% | +80.5% | +29.7% |
| 6M | +0.2% | -74.4% | +74.6% | +10.7% |
| YTD | -20.1% | -76.0% | +55.9% | -11.9% |
| 1Y | -17.3% | -78.7% | +61.3% | -8.6% |
| 3Y | +63.3% | -30.0% | +93.3% | +39.0% |
| 5Y | +24.1% | -93.7% | +117.8% | +21.6% |
| All | +132.0% | -87.0% | +219.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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