+23.9%
ISRG vs REPL
-35.6%
+59.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.3% | -3.6% |
| 7D | +4.8% | +22.8% | -18.0% | +4.1% |
| 30D | +9.2% | +63.8% | -54.6% | +7.5% |
| 3M | +21.2% | +68.1% | -47.0% | +19.0% |
| 6M | +0.2% | +528.5% | -528.3% | -8.7% |
| YTD | -20.1% | +122.4% | -142.5% | -25.9% |
| 1Y | -17.3% | +154.4% | -171.7% | -23.9% |
| 3Y | +63.3% | +68.0% | -4.7% | +34.0% |
| All | +23.9% | -35.6% | +59.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling