+25.5%
ISRG vs QSR
+53.9%
-28.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | -2.9% | +0.9% | -0.4% |
| 30D | +5.6% | +4.1% | +1.4% | +3.4% |
| 3M | +10.5% | -0.7% | +11.2% | +10.6% |
| 6M | +2.6% | +0.4% | +2.2% | +2.1% |
| YTD | -21.7% | +13.5% | -35.2% | -27.5% |
| 1Y | -21.6% | +11.0% | -32.5% | -26.5% |
| 3Y | +57.0% | +22.0% | +35.0% | +32.7% |
| All | +25.5% | +53.9% | -28.4% | -15.9% |
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