+2.0%
ISRG vs P
+276.6%
-274.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -1.6% | +6.5% | -8.1% | -2.8% |
| 30D | -2.3% | +18.8% | -21.1% | -5.8% |
| 3M | -12.4% | +26.7% | -39.2% | -17.4% |
| 6M | -26.8% | +62.2% | -89.0% | -35.8% |
| YTD | -35.3% | +48.5% | -83.8% | -42.5% |
| 1Y | -19.3% | +26.4% | -45.7% | -27.5% |
| 3Y | +18.1% | +159.4% | -141.3% | -21.2% |
| All | +2.0% | +276.6% | -274.6% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling