+25.5%
ISRG vs SBAC
-39.6%
+65.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -2.0% | +0.6% | -2.7% | -2.2% |
| 30D | +5.6% | +5.5% | +0.1% | +4.2% |
| 3M | +10.5% | +3.1% | +7.5% | +9.5% |
| 6M | +2.6% | -7.0% | +9.6% | +4.0% |
| YTD | -21.7% | +0.5% | -22.2% | -23.0% |
| 1Y | -21.6% | +0.2% | -21.8% | -22.9% |
| 3Y | +57.0% | -7.4% | +64.4% | +53.0% |
| All | +25.5% | -39.6% | +65.1% | +57.5% |
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 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