-17.9%
ISRG vs Q
+66.4%
-84.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.7% | -3.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +9.2% | -9.8% | +19.0% | +9.6% |
| 3M | +21.2% | -12.2% | +33.4% | +21.6% |
| 6M | +0.2% | -21.6% | +21.9% | +0.3% |
| YTD | -20.1% | +43.6% | -63.6% | -27.8% |
| 1Y | -17.3% | +25.7% | -43.0% | -22.8% |
| All | -17.9% | +66.4% | -84.2% | -23.0% |
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