+500.7%
ISRG vs PR
+66.0%
+434.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.5% |
| 7D | +4.8% | -16.4% | +21.2% | +5.7% |
| 30D | +9.2% | -1.9% | +11.1% | +9.2% |
| 3M | +21.2% | +8.0% | +13.2% | +20.4% |
| 6M | +0.2% | +4.1% | -3.9% | -0.3% |
| YTD | -20.1% | +58.7% | -78.7% | -22.6% |
| 1Y | -17.3% | +75.8% | -93.2% | -20.5% |
| 3Y | +63.3% | +73.2% | -9.8% | +56.5% |
| 5Y | +24.1% | +230.1% | -206.1% | +14.3% |
| All | +500.7% | +66.0% | +434.6% | +534.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling