+23.9%
ISRG vs REPL
-35.3%
+59.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | -6.1% | +9.8% | -15.9% | -6.4% |
| 30D | +4.2% | +81.5% | -77.3% | +2.2% |
| 3M | +9.6% | +44.2% | -34.6% | +8.2% |
| 6M | +1.9% | +437.4% | -435.6% | -6.5% |
| YTD | -22.3% | +126.1% | -148.5% | -28.1% |
| 1Y | -23.2% | +143.1% | -166.3% | -29.1% |
| 3Y | +58.5% | +97.8% | -39.3% | +26.5% |
| 5Y | +23.9% | -34.3% | +58.2% | +17.0% |
| All | +23.9% | -35.3% | +59.2% | +17.0% |
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 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