+537.3%
ISRG vs PSX
+342.3%
+195.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +2.1% | -7.8% | +9.9% | +4.1% |
| 30D | +6.2% | -9.9% | +16.0% | +8.6% |
| 3M | +14.4% | +16.9% | -2.5% | +8.8% |
| 6M | 0.0% | +48.0% | -48.0% | -11.4% |
| YTD | -20.5% | +98.3% | -118.9% | -36.1% |
| 1Y | -21.9% | +86.2% | -108.1% | -36.1% |
| 3Y | +62.2% | +144.0% | -81.8% | +18.7% |
| 5Y | +25.2% | +287.7% | -262.5% | -23.7% |
| 10Y | +537.3% | +338.3% | +199.0% | +255.0% |
| All | +537.3% | +342.3% | +195.0% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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