+3,455.4%
ISRG vs QID
-100.0%
+3,555.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -4.6% |
| 7D | +4.8% | +9.4% | -4.6% | +10.0% |
| 30D | +9.2% | +31.2% | -22.0% | +25.8% |
| 3M | +21.2% | +17.4% | +3.7% | +32.4% |
| 6M | +0.2% | +8.4% | -8.2% | +6.1% |
| YTD | -20.1% | -15.8% | -4.3% | -24.4% |
| 1Y | -17.3% | -16.3% | -1.0% | -21.7% |
| 3Y | +63.3% | -70.4% | +133.7% | +2.7% |
| 5Y | +24.1% | -74.8% | +98.9% | -10.8% |
| 10Y | +507.0% | -99.0% | +606.0% | +18.5% |
| All | +3,455.4% | -100.0% | +3,555.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 all: compounded portfolio wealth divided by compounded QID 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…
all analysis · Full analysis span regression · 6 months rolling