+500.7%
ISRG vs SAP
+216.8%
+283.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -1.1% |
| 7D | +4.8% | -0.7% | +5.5% | +5.3% |
| 30D | +9.2% | +11.1% | -1.9% | +3.2% |
| 3M | +21.2% | +17.0% | +4.1% | +10.7% |
| 6M | +0.2% | +34.8% | -34.6% | -16.4% |
| YTD | -20.1% | -2.2% | -17.8% | -21.4% |
| 1Y | -17.3% | -6.4% | -10.9% | -16.6% |
| 3Y | +63.3% | +75.1% | -11.8% | +9.9% |
| 5Y | +24.1% | +69.8% | -45.8% | -17.0% |
| All | +500.7% | +216.8% | +283.9% | +161.0% |
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