+52.7%
ISRG vs QS
-47.0%
+99.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +1.3% |
| 7D | -5.0% | -4.2% | -0.8% | -4.8% |
| 30D | -10.2% | -15.7% | +5.5% | -9.3% |
| 3M | -17.2% | -28.7% | +11.5% | -15.8% |
| 6M | -28.4% | -23.2% | -5.2% | -27.8% |
| YTD | -37.6% | -49.9% | +12.3% | -35.6% |
| 1Y | -24.4% | -38.8% | +14.4% | -24.0% |
| 3Y | +18.4% | -24.0% | +42.5% | +11.9% |
| 5Y | -1.0% | -75.6% | +74.6% | -4.3% |
| All | +52.7% | -47.0% | +99.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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