+21,593.2%
ISRG vs SBAC
+348.1%
+21,245.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -6.1% | -3.4% | -2.7% | -5.6% |
| 30D | +4.2% | +2.6% | +1.6% | +3.8% |
| 3M | +9.6% | +2.6% | +7.0% | +9.1% |
| 6M | +1.9% | -11.5% | +13.4% | +3.6% |
| YTD | -22.3% | -1.6% | -20.7% | -23.0% |
| 1Y | -23.2% | -5.1% | -18.0% | -23.4% |
| 3Y | +58.5% | -9.3% | +67.9% | +57.5% |
| 5Y | +23.9% | -41.0% | +64.9% | +32.1% |
| 10Y | +536.7% | +108.0% | +428.7% | +460.4% |
| All | +21,593.2% | +348.1% | +21,245.1% | +19,304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling