-10.5%
ISRG vs PR
+87.5%
-98.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.5% | +15.9% | +7.6% |
| 7D | +8.5% | -12.1% | +20.6% | +5.3% |
| 30D | +18.6% | +0.9% | +17.7% | +18.9% |
| 3M | +30.9% | +10.1% | +20.8% | +34.0% |
| 6M | +6.6% | +1.1% | +5.5% | +8.6% |
| YTD | -14.9% | +63.7% | -78.5% | -9.5% |
| 1Y | -10.5% | +87.0% | -97.6% | -4.1% |
| All | -10.5% | +87.5% | -98.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling