-33.5%
ISRG vs Q
+71.3%
-104.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.3% | -11.1% | +8.9% | -1.7% |
| 3M | -12.4% | -22.1% | +9.7% | -11.6% |
| 6M | -26.8% | +0.5% | -27.3% | -29.8% |
| YTD | -35.3% | +47.8% | -83.1% | -41.5% |
| All | -33.5% | +71.3% | -104.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling