+1,079.2%
ISRG vs PM
+752.6%
+326.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.1% |
| 7D | -1.6% | -4.9% | +3.3% | +0.7% |
| 30D | -2.3% | -3.4% | +1.1% | -0.9% |
| 3M | -12.4% | +5.2% | -17.6% | -15.0% |
| 6M | -26.8% | +3.7% | -30.5% | -29.2% |
| YTD | -35.3% | +15.8% | -51.0% | -41.0% |
| 1Y | -19.3% | +17.4% | -36.7% | -27.2% |
| 3Y | +18.1% | +116.9% | -98.8% | -25.1% |
| 5Y | +2.6% | +117.3% | -114.7% | -36.3% |
| 10Y | +379.4% | +193.8% | +185.7% | +133.3% |
| All | +1,079.2% | +752.6% | +326.6% | +119.8% |
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