-1.0%
ISRG vs QSR
+43.4%
-44.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.7% |
| 7D | -5.0% | -2.4% | -2.7% | -3.8% |
| 30D | -10.2% | +5.7% | -15.9% | -13.0% |
| 3M | -17.2% | +6.9% | -24.1% | -20.1% |
| 6M | -28.4% | +6.9% | -35.3% | -31.1% |
| YTD | -37.6% | +14.9% | -52.5% | -42.4% |
| 1Y | -24.4% | +29.1% | -53.5% | -34.7% |
| 3Y | +18.4% | +26.1% | -7.7% | -1.3% |
| 5Y | -1.0% | +42.3% | -43.3% | -31.7% |
| All | -1.0% | +43.4% | -44.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling