-21.9%
ISRG vs REPL
+175.2%
-197.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -2.3% |
| 7D | +2.1% | +12.7% | -10.6% | +2.1% |
| 30D | +6.2% | +73.5% | -67.3% | +5.9% |
| 3M | +14.4% | +70.3% | -55.9% | +14.2% |
| 6M | 0.0% | +472.0% | -472.0% | -1.7% |
| YTD | -20.5% | +139.5% | -160.0% | -21.4% |
| 1Y | -21.9% | +167.3% | -189.2% | -25.0% |
| All | -21.9% | +175.2% | -197.1% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling