+50.2%
ISRG vs S
-48.9%
+99.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.1% |
| 7D | +5.4% | +1.6% | +3.9% | +5.0% |
| 30D | +8.6% | -10.5% | +19.1% | +10.6% |
| 3M | +21.6% | +9.9% | +11.7% | +18.0% |
| 6M | +2.3% | +41.8% | -39.4% | -6.3% |
| YTD | -18.7% | +56.8% | -75.5% | -27.7% |
| 1Y | -17.8% | +39.0% | -56.8% | -25.3% |
| 3Y | +69.1% | +53.8% | +15.2% | +45.2% |
| 5Y | +26.5% | -68.6% | +95.1% | +29.5% |
| All | +50.2% | -48.9% | +99.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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