+63.3%
ISRG vs S
+34.5%
+28.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | +4.8% | -13.4% | +18.3% | +7.6% |
| 30D | +9.2% | -14.0% | +23.2% | +12.1% |
| 3M | +21.2% | +4.9% | +16.3% | +18.6% |
| 6M | +0.2% | +42.0% | -41.8% | -8.9% |
| YTD | -20.1% | +45.1% | -65.2% | -28.3% |
| 1Y | -17.3% | +33.1% | -50.4% | -24.7% |
| 3Y | +63.3% | +40.6% | +22.7% | +47.6% |
| All | +63.3% | +34.5% | +28.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling