-18.5%
ISRG vs Q
+80.0%
-98.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -6.8% | +6.6% | -13.3% | -6.9% |
| 30D | +5.1% | +2.7% | +2.4% | +5.1% |
| 3M | +12.0% | -8.4% | +20.4% | +12.6% |
| 6M | +7.0% | -17.3% | +24.3% | +7.4% |
| YTD | -20.6% | +55.3% | -75.9% | -28.4% |
| 1Y | -21.4% | +31.5% | -52.9% | -26.1% |
| All | -18.5% | +80.0% | -98.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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