+162.9%
ISRG vs REPL
+35.1%
+127.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.3% | -3.7% |
| 7D | +4.8% | +22.8% | -18.0% | +3.8% |
| 30D | +9.2% | +63.8% | -54.6% | +6.6% |
| 3M | +21.2% | +68.1% | -47.0% | +17.9% |
| 6M | +0.2% | +528.5% | -528.3% | -12.8% |
| YTD | -20.1% | +122.4% | -142.5% | -28.8% |
| 1Y | -17.3% | +154.4% | -171.7% | -27.1% |
| 3Y | +63.3% | +68.0% | -4.7% | +24.0% |
| 5Y | +24.1% | -35.4% | +59.4% | +2.2% |
| All | +162.9% | +35.1% | +127.7% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling