+374.7%
ISRG vs QSR
+133.7%
+241.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | -2.5% | -4.7% | +2.2% | -0.3% |
| 30D | -10.2% | +4.3% | -14.5% | -12.1% |
| 3M | -12.5% | +5.4% | -18.0% | -14.7% |
| 6M | -25.8% | +8.2% | -34.0% | -28.7% |
| YTD | -36.4% | +14.1% | -50.5% | -40.5% |
| 1Y | -19.9% | +28.1% | -48.0% | -29.3% |
| 3Y | +20.9% | +25.3% | -4.4% | +5.5% |
| 5Y | +5.7% | +40.4% | -34.7% | -13.3% |
| All | +374.7% | +133.7% | +241.0% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling