+521.5%
ISRG vs QLD
+1,338.5%
-816.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.7% | +9.9% | +3.2% |
| 7D | +4.4% | -18.6% | +23.0% | +14.5% |
| 30D | +15.8% | -28.3% | +44.0% | +34.2% |
| 3M | +24.9% | -20.4% | +45.3% | +37.2% |
| 6M | +3.8% | -14.3% | +18.1% | +7.3% |
| YTD | -17.3% | +2.8% | -20.0% | -22.4% |
| 1Y | -14.6% | -1.2% | -13.4% | -18.6% |
| 3Y | +68.2% | +135.3% | -67.1% | -1.7% |
| 5Y | +28.4% | +62.6% | -34.2% | -15.5% |
| All | +521.5% | +1,338.5% | -816.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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