+59.1%
ISRG vs SAP
+69.1%
-10.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -2.5% | -4.3% | -5.8% |
| 30D | +5.1% | +7.5% | -2.3% | +2.1% |
| 3M | +12.0% | +11.6% | +0.4% | +6.8% |
| 6M | +7.0% | +37.6% | -30.6% | -7.6% |
| YTD | -20.6% | -2.0% | -18.7% | -20.7% |
| 1Y | -21.4% | -6.4% | -15.1% | -19.6% |
| All | +59.1% | +69.1% | -10.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling