-10.5%
ISRG vs QSR
+23.8%
-34.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +6.7% |
| 7D | +8.5% | +5.2% | +3.4% | +6.0% |
| 30D | +18.6% | +12.2% | +6.4% | +12.6% |
| 3M | +30.9% | +7.0% | +23.9% | +26.0% |
| 6M | +6.6% | -0.3% | +6.9% | +5.6% |
| YTD | -14.9% | +18.0% | -32.9% | -21.1% |
| 1Y | -10.5% | +22.6% | -33.2% | -18.7% |
| All | -10.5% | +23.8% | -34.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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