+1,356.1%
ISRG vs PM
+824.3%
+531.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.5% |
| 7D | +4.8% | -5.2% | +10.0% | +7.6% |
| 30D | +9.2% | +2.7% | +6.5% | +7.7% |
| 3M | +21.2% | +5.2% | +15.9% | +17.8% |
| 6M | +0.2% | +17.0% | -16.8% | -8.1% |
| YTD | -20.1% | +25.5% | -45.6% | -30.0% |
| 1Y | -17.3% | +35.5% | -52.9% | -30.5% |
| 3Y | +63.3% | +143.9% | -80.6% | -2.3% |
| 5Y | +24.1% | +161.8% | -137.8% | -30.0% |
| 10Y | +507.0% | +235.9% | +271.0% | +174.0% |
| All | +1,356.1% | +824.3% | +531.8% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling