+550.7%
ISRG vs SBAC
+109.8%
+440.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -6.8% | -2.8% | -4.0% | -5.8% |
| 30D | +5.1% | +3.1% | +2.0% | +4.0% |
| 3M | +12.0% | +5.1% | +6.9% | +9.8% |
| 6M | +7.0% | -11.4% | +18.4% | +10.8% |
| YTD | -20.6% | +0.2% | -20.8% | -22.9% |
| 1Y | -21.4% | -3.9% | -17.5% | -22.4% |
| 3Y | +62.0% | -7.7% | +69.7% | +56.3% |
| 5Y | +28.1% | -39.7% | +67.9% | +52.1% |
| 10Y | +550.7% | +111.9% | +438.8% | +449.5% |
| All | +550.7% | +109.8% | +440.9% | +449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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