+22,229.9%
ISRG vs SAP
+559.2%
+21,670.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -1.7% |
| 7D | +4.8% | -0.7% | +5.5% | +5.2% |
| 30D | +9.2% | +11.1% | -1.9% | +4.8% |
| 3M | +21.2% | +17.0% | +4.1% | +13.5% |
| 6M | +0.2% | +34.8% | -34.6% | -12.0% |
| YTD | -20.1% | -2.2% | -17.8% | -21.2% |
| 1Y | -17.3% | -6.4% | -10.9% | -17.0% |
| 3Y | +63.3% | +75.1% | -11.8% | +26.4% |
| 5Y | +24.1% | +69.8% | -45.8% | -3.5% |
| 10Y | +507.0% | +219.8% | +287.1% | +268.0% |
| All | +22,229.9% | +559.2% | +21,670.7% | +9,232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling