+378.3%
ISRG vs SAP
+177.1%
+201.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.1% |
| 30D | -2.3% | +9.0% | -11.3% | -7.1% |
| 3M | -12.4% | +14.9% | -27.4% | -19.6% |
| 6M | -26.8% | +11.9% | -38.7% | -32.7% |
| YTD | -35.3% | -9.9% | -25.3% | -33.4% |
| 1Y | -19.3% | -19.5% | +0.2% | -11.5% |
| 3Y | +18.1% | +61.8% | -43.7% | -17.0% |
| 5Y | +2.6% | +56.2% | -53.5% | -28.1% |
| All | +378.3% | +177.1% | +201.1% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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