-3.0%
ISRG vs QS
-74.6%
+71.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.7% |
| 7D | -5.2% | +2.2% | -7.4% | -5.4% |
| 30D | -7.6% | -8.1% | +0.5% | -6.8% |
| 3M | -16.4% | -27.0% | +10.7% | -14.2% |
| 6M | -28.6% | -16.4% | -12.1% | -28.3% |
| YTD | -38.2% | -46.4% | +8.2% | -35.2% |
| 1Y | -25.5% | -41.1% | +15.6% | -24.8% |
| 3Y | +17.4% | -18.6% | +36.0% | +2.6% |
| 5Y | -3.0% | -73.0% | +70.1% | -9.7% |
| All | -3.0% | -74.6% | +71.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling