+688.8%
ISRG vs QSR
+202.3%
+486.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | -2.9% | +0.9% | -0.8% |
| 30D | +5.6% | +4.1% | +1.4% | +3.8% |
| 3M | +10.5% | -0.7% | +11.2% | +10.7% |
| 6M | +2.6% | +0.4% | +2.2% | +2.3% |
| YTD | -21.7% | +13.5% | -35.2% | -26.2% |
| 1Y | -21.6% | +11.0% | -32.5% | -25.4% |
| 3Y | +57.0% | +22.0% | +35.0% | +40.8% |
| 5Y | +25.0% | +57.1% | -32.1% | +0.5% |
| 10Y | +542.1% | +138.3% | +403.8% | +331.2% |
| All | +688.8% | +202.3% | +486.5% | +395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling