+44.5%
ISRG vs OSCR
-8.3%
+52.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.7% |
| 7D | -5.2% | +10.7% | -15.8% | -6.2% |
| 30D | -7.6% | +18.3% | -25.9% | -9.2% |
| 3M | -16.4% | +20.5% | -36.9% | -18.2% |
| 6M | -28.6% | +138.5% | -167.1% | -35.2% |
| YTD | -38.2% | +129.7% | -167.9% | -43.8% |
| 1Y | -25.5% | +62.8% | -88.3% | -30.7% |
| 3Y | +17.4% | +411.8% | -394.4% | -10.1% |
| 5Y | -3.0% | +99.9% | -102.9% | -25.9% |
| All | +44.5% | -8.3% | +52.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling