-24.4%
ISRG vs OTIS
-18.7%
-5.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -5.0% | -2.2% | -2.9% | -4.2% |
| 30D | -10.2% | -4.3% | -5.9% | -8.7% |
| 3M | -17.2% | -2.2% | -15.0% | -16.1% |
| 6M | -28.4% | -19.9% | -8.5% | -26.9% |
| YTD | -37.6% | -19.3% | -18.3% | -36.0% |
| 1Y | -24.4% | -19.6% | -4.9% | -23.8% |
| All | -24.4% | -18.7% | -5.7% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling