+161.0%
ISRG vs REPL
+36.1%
+124.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.2% |
| 7D | -6.8% | +5.3% | -12.0% | -7.0% |
| 30D | +5.1% | +66.6% | -61.5% | +2.4% |
| 3M | +12.0% | +59.6% | -47.5% | +9.3% |
| 6M | +7.0% | +482.4% | -475.3% | -6.3% |
| YTD | -20.6% | +124.1% | -144.7% | -29.3% |
| 1Y | -21.4% | +138.6% | -160.0% | -30.4% |
| 3Y | +62.0% | +96.0% | -34.0% | +20.9% |
| 5Y | +28.1% | -35.4% | +63.5% | +5.5% |
| All | +161.0% | +36.1% | +124.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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