+0.2%
ISRG vs PM
+17.8%
-17.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.1% |
| 7D | +4.8% | -5.2% | +10.0% | +5.6% |
| 30D | +9.2% | +2.7% | +6.5% | +9.3% |
| 3M | +21.2% | +5.2% | +15.9% | +21.0% |
| 6M | +0.2% | +17.0% | -16.8% | +1.3% |
| All | +0.2% | +17.8% | -17.5% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling