+19.6%
ISRG vs S
-56.8%
+76.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.6% | -7.7% | +6.1% | -0.1% |
| 30D | -2.3% | -5.3% | +3.1% | -1.6% |
| 3M | -12.4% | +20.3% | -32.7% | -16.3% |
| 6M | -26.8% | +47.4% | -74.2% | -33.5% |
| YTD | -35.3% | +32.5% | -67.8% | -40.0% |
| 1Y | -19.3% | +9.5% | -28.9% | -22.8% |
| 3Y | +18.1% | +15.5% | +2.6% | +7.9% |
| 5Y | +2.6% | -71.2% | +73.8% | +7.5% |
| All | +19.6% | -56.8% | +76.4% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling