+550.7%
ISRG vs PM
+254.9%
+295.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -6.8% | -7.1% | +0.3% | -4.5% |
| 30D | +5.1% | -2.8% | +7.9% | +6.0% |
| 3M | +12.0% | +6.3% | +5.7% | +9.5% |
| 6M | +7.0% | +9.6% | -2.6% | +3.2% |
| YTD | -20.6% | +25.6% | -46.2% | -27.7% |
| 1Y | -21.4% | +29.7% | -51.1% | -29.4% |
| 3Y | +62.0% | +147.6% | -85.6% | +10.9% |
| 5Y | +28.1% | +160.1% | -132.0% | -15.2% |
| 10Y | +550.7% | +260.9% | +289.8% | +276.3% |
| All | +550.7% | +254.9% | +295.8% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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