+5.7%
ISRG vs OSCR
+89.4%
-83.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.8% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | -10.2% | +16.5% | -26.6% | -11.7% |
| 3M | -12.5% | +17.0% | -29.5% | -14.4% |
| 6M | -25.8% | +145.0% | -170.8% | -33.4% |
| YTD | -36.4% | +126.7% | -163.1% | -42.5% |
| 1Y | -19.9% | +67.2% | -87.1% | -26.2% |
| 3Y | +20.9% | +405.1% | -384.2% | -10.1% |
| 5Y | +5.7% | +86.2% | -80.5% | -16.1% |
| All | +5.7% | +89.4% | -83.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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