+230.4%
ISRG vs OTIS
+114.5%
+115.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -6.8% | -2.9% | -3.9% | -5.4% |
| 30D | +5.1% | +16.1% | -11.0% | -2.0% |
| 3M | +12.0% | +6.7% | +5.3% | +8.5% |
| 6M | +7.0% | +6.0% | +1.0% | +4.1% |
| YTD | -20.6% | -9.8% | -10.8% | -17.3% |
| 1Y | -21.4% | -12.3% | -9.1% | -17.1% |
| 3Y | +62.0% | -0.2% | +62.2% | +55.9% |
| 5Y | +28.1% | +1.0% | +27.2% | +20.5% |
| All | +230.4% | +114.5% | +115.9% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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