+552.1%
ISRG vs QSR
+218.5%
+333.6%
-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% | -0.7% | -0.8% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | -2.3% | +7.6% | -9.9% | -5.5% |
| 3M | -12.4% | +12.6% | -25.1% | -16.9% |
| 6M | -26.8% | +14.4% | -41.2% | -31.1% |
| YTD | -35.3% | +19.6% | -54.9% | -40.3% |
| 1Y | -19.3% | +33.9% | -53.2% | -29.3% |
| 3Y | +18.1% | +27.1% | -9.0% | +3.9% |
| 5Y | +2.6% | +48.5% | -45.9% | -16.0% |
| 10Y | +379.4% | +126.2% | +253.2% | +222.5% |
| All | +552.1% | +218.5% | +333.6% | +300.5% |
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