+58.5%
ISRG vs QS
-44.4%
+102.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | -2.3% | -0.7% | -1.5% | -2.3% |
| 3M | -12.4% | -39.6% | +27.2% | -10.1% |
| 6M | -26.8% | -21.7% | -5.1% | -26.3% |
| YTD | -35.3% | -47.4% | +12.2% | -33.3% |
| 1Y | -19.3% | -28.4% | +9.0% | -19.8% |
| 3Y | +18.1% | -22.6% | +40.7% | +11.5% |
| 5Y | +2.6% | -75.6% | +78.2% | -1.0% |
| All | +58.5% | -44.4% | +102.9% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling