+23.9%
ISRG vs SAP
+76.8%
-52.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -3.9% | -2.2% | -4.2% |
| 30D | +4.2% | +6.5% | -2.3% | +1.0% |
| 3M | +9.6% | +14.7% | -5.0% | +1.9% |
| 6M | +1.9% | +39.9% | -38.1% | -15.7% |
| YTD | -22.3% | -2.0% | -20.4% | -23.0% |
| 1Y | -23.2% | -6.0% | -17.2% | -21.9% |
| 3Y | +58.5% | +67.7% | -9.2% | +8.2% |
| 5Y | +23.9% | +78.8% | -54.8% | -22.4% |
| All | +23.9% | +76.8% | -52.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling