+66.2%
ISRG vs QS
-25.8%
+92.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -3.5% |
| 7D | +4.8% | +5.4% | -0.6% | +4.6% |
| 30D | +9.2% | -5.3% | +14.5% | +9.4% |
| 3M | +21.2% | -22.6% | +43.8% | +22.3% |
| 6M | +0.2% | -46.2% | +46.4% | +2.2% |
| YTD | -20.1% | -58.9% | +38.9% | -17.9% |
| 1Y | -17.3% | -73.1% | +55.7% | -13.8% |
| All | +66.2% | -25.8% | +92.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling