+2.0%
ISRG vs S
-71.4%
+73.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.6% | -7.7% | +6.1% | 0.0% |
| 30D | -2.3% | -5.3% | +3.1% | -1.6% |
| 3M | -12.4% | +20.3% | -32.7% | -16.5% |
| 6M | -26.8% | +47.4% | -74.2% | -33.8% |
| YTD | -35.3% | +32.5% | -67.8% | -40.2% |
| 1Y | -19.3% | +9.5% | -28.9% | -22.9% |
| 3Y | +18.1% | +15.5% | +2.6% | +7.3% |
| All | +2.0% | -71.4% | +73.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling