+23.9%
ISRG vs SBAC
-40.3%
+64.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | +4.8% | +1.2% | +3.6% | +4.6% |
| 30D | +9.2% | +11.2% | -1.9% | +6.4% |
| 3M | +21.2% | +4.5% | +16.7% | +19.6% |
| 6M | +0.2% | -12.2% | +12.4% | +3.2% |
| YTD | -20.1% | -0.1% | -19.9% | -21.3% |
| 1Y | -17.3% | -0.3% | -17.1% | -18.7% |
| 3Y | +63.3% | -8.7% | +72.0% | +60.1% |
| All | +23.9% | -40.3% | +64.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling