+22,093.8%
ISRG vs SAP
+560.0%
+21,533.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.7% |
| 7D | +2.1% | +1.5% | +0.6% | +1.6% |
| 30D | +6.2% | +8.8% | -2.7% | +2.7% |
| 3M | +14.4% | +12.1% | +2.3% | +9.0% |
| 6M | 0.0% | +34.6% | -34.6% | -12.1% |
| YTD | -20.5% | -2.1% | -18.4% | -21.7% |
| 1Y | -21.9% | -5.5% | -16.4% | -21.9% |
| 3Y | +62.2% | +67.4% | -5.3% | +27.8% |
| 5Y | +25.2% | +74.6% | -49.4% | -3.7% |
| 10Y | +537.3% | +224.0% | +313.3% | +284.6% |
| All | +22,093.8% | +560.0% | +21,533.8% | +9,172.0% |
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 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