+22,229.9%
ISRG vs SAN
+354.4%
+21,875.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.6% |
| 7D | +4.8% | +4.9% | -0.1% | +3.2% |
| 30D | +9.2% | -13.0% | +22.2% | +14.6% |
| 3M | +21.2% | -18.9% | +40.0% | +30.0% |
| 6M | +0.2% | -4.1% | +4.4% | +1.2% |
| YTD | -20.1% | +2.6% | -22.6% | -22.0% |
| 1Y | -17.3% | +16.9% | -34.3% | -23.0% |
| 3Y | +63.3% | +239.1% | -175.7% | +1.9% |
| 5Y | +24.1% | +266.8% | -242.8% | -27.2% |
| 10Y | +507.0% | +246.0% | +260.9% | +232.7% |
| All | +22,229.9% | +354.4% | +21,875.5% | +9,465.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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