+537.3%
ISRG vs PM
+242.6%
+294.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.1% | -6.6% | +8.7% | +4.5% |
| 30D | +6.2% | -3.4% | +9.6% | +7.3% |
| 3M | +14.4% | +5.3% | +9.1% | +12.2% |
| 6M | 0.0% | +15.5% | -15.5% | -5.5% |
| YTD | -20.5% | +24.3% | -44.8% | -27.4% |
| 1Y | -21.9% | +29.7% | -51.6% | -29.8% |
| 3Y | +62.2% | +144.9% | -82.7% | +11.3% |
| 5Y | +25.2% | +159.0% | -133.8% | -17.1% |
| 10Y | +537.3% | +250.9% | +286.4% | +263.8% |
| All | +537.3% | +242.6% | +294.8% | +263.8% |
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