-24.4%
ISRG vs QS
-45.8%
+21.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +1.0% |
| 7D | -5.0% | -4.2% | -0.8% | -5.0% |
| 30D | -10.2% | -15.7% | +5.5% | -10.0% |
| 3M | -17.2% | -28.7% | +11.5% | -17.2% |
| 6M | -28.4% | -23.2% | -5.2% | -28.7% |
| YTD | -37.6% | -49.9% | +12.3% | -38.3% |
| 1Y | -24.4% | -38.8% | +14.4% | -27.0% |
| All | -24.4% | -45.8% | +21.3% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling