+159.6%
ISRG vs OTIS
+91.8%
+67.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -5.0% | -2.2% | -2.9% | -4.0% |
| 30D | -10.2% | -4.3% | -5.9% | -8.3% |
| 3M | -17.2% | -2.2% | -15.0% | -16.2% |
| 6M | -28.4% | -19.9% | -8.5% | -20.7% |
| YTD | -37.6% | -19.3% | -18.3% | -31.4% |
| 1Y | -24.4% | -19.6% | -4.9% | -17.1% |
| 3Y | +18.4% | -11.5% | +30.0% | +20.8% |
| 5Y | -1.0% | -16.8% | +15.8% | +0.8% |
| All | +159.6% | +91.8% | +67.8% | +104.8% |
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