-20.1%
ISRG vs PR
+66.2%
-86.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.4% |
| 7D | +5.4% | -12.4% | +17.8% | +1.9% |
| 30D | +8.6% | -6.6% | +15.2% | +6.8% |
| 3M | +21.6% | +7.5% | +14.1% | +23.8% |
| 6M | +2.3% | +10.8% | -8.5% | +5.0% |
| YTD | -18.7% | +57.0% | -75.7% | -13.8% |
| All | -20.1% | +66.2% | -86.3% | -16.0% |
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 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