+500.7%
ISRG vs P
+713.7%
-213.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -4.1% |
| 7D | +4.8% | -23.8% | +28.6% | +10.7% |
| 30D | +9.2% | -36.6% | +45.9% | +19.6% |
| 3M | +21.2% | +10.9% | +10.3% | +15.1% |
| 6M | +0.2% | +30.0% | -29.8% | -10.9% |
| YTD | -20.1% | +44.4% | -64.4% | -31.8% |
| 1Y | -17.3% | +3.9% | -21.3% | -24.6% |
| 3Y | +63.3% | +176.6% | -113.3% | +2.3% |
| 5Y | +24.1% | +249.3% | -225.2% | -30.0% |
| All | +500.7% | +713.7% | -213.0% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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