+500.7%
ISRG vs PM
+235.7%
+265.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +4.8% | -5.2% | +10.0% | +6.8% |
| 30D | +9.2% | +2.7% | +6.5% | +8.2% |
| 3M | +21.2% | +6.1% | +15.0% | +18.5% |
| 6M | +0.2% | +18.0% | -17.8% | -6.0% |
| YTD | -20.1% | +26.6% | -46.6% | -27.4% |
| 1Y | -17.3% | +36.7% | -54.0% | -27.2% |
| 3Y | +63.3% | +146.0% | -82.7% | +11.7% |
| 5Y | +24.1% | +164.1% | -140.0% | -18.7% |
| All | +500.7% | +235.7% | +265.0% | +235.0% |
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