+536.3%
ISRG vs PM
+228.8%
+307.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.5% |
| 7D | +5.4% | -7.3% | +12.7% | +8.1% |
| 30D | +8.6% | -4.0% | +12.6% | +10.0% |
| 3M | +21.6% | +2.7% | +18.8% | +20.2% |
| 6M | +2.3% | +14.9% | -12.5% | -3.1% |
| YTD | -18.7% | +23.5% | -42.2% | -25.6% |
| 1Y | -17.8% | +30.4% | -48.1% | -26.3% |
| 3Y | +69.1% | +143.2% | -74.1% | +16.3% |
| 5Y | +26.5% | +159.5% | -133.0% | -16.4% |
| 10Y | +536.3% | +234.7% | +301.6% | +260.0% |
| All | +536.3% | +228.8% | +307.5% | +260.0% |
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