-23.2%
ISRG vs P
+24.7%
-47.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.1% |
| 7D | -6.1% | +17.8% | -23.9% | -6.0% |
| 30D | +4.2% | -29.9% | +34.1% | +4.2% |
| 3M | +9.6% | -1.2% | +10.8% | +9.7% |
| 6M | +1.9% | +32.1% | -30.3% | +2.6% |
| YTD | -22.3% | +64.3% | -86.6% | -22.8% |
| 1Y | -23.2% | +24.3% | -47.4% | -23.6% |
| All | -23.2% | +24.7% | -47.9% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling