+618.1%
ISRG vs P
+485.4%
+132.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -1.6% | +6.5% | -8.1% | -3.0% |
| 30D | -2.3% | +18.8% | -21.1% | -6.3% |
| 3M | -12.4% | +26.7% | -39.2% | -18.2% |
| 6M | -26.8% | +62.2% | -89.0% | -36.5% |
| YTD | -35.3% | +48.5% | -83.8% | -43.1% |
| 1Y | -19.3% | +26.4% | -45.7% | -28.1% |
| 3Y | +18.1% | +159.4% | -141.3% | -18.3% |
| 5Y | +2.6% | +275.8% | -273.1% | -37.0% |
| 10Y | +379.4% | +732.0% | -352.6% | +152.2% |
| All | +618.1% | +485.4% | +132.7% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling