+378.3%
ISRG vs PM
+193.1%
+185.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.2% |
| 7D | -1.6% | -4.9% | +3.3% | +0.1% |
| 30D | -2.3% | -3.4% | +1.1% | -1.3% |
| 3M | -12.4% | +5.2% | -17.6% | -14.3% |
| 6M | -26.8% | +3.7% | -30.5% | -28.5% |
| YTD | -35.3% | +15.8% | -51.0% | -39.4% |
| 1Y | -19.3% | +17.4% | -36.7% | -25.1% |
| 3Y | +18.1% | +116.9% | -98.8% | -15.6% |
| 5Y | +2.6% | +117.3% | -114.7% | -27.8% |
| All | +378.3% | +193.1% | +185.2% | +178.2% |
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