+539.2%
ISRG vs SCCO
+682.0%
-142.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | +5.6% | -17.4% | +23.0% | +10.9% |
| 3M | +10.5% | -11.7% | +22.2% | +13.2% |
| 6M | +2.6% | -12.1% | +14.7% | +3.8% |
| YTD | -21.7% | +20.9% | -42.6% | -30.1% |
| 1Y | -21.6% | +31.3% | -52.9% | -31.9% |
| 3Y | +57.0% | +170.3% | -113.3% | +1.1% |
| 5Y | +25.0% | +240.8% | -215.8% | -28.6% |
| All | +539.2% | +682.0% | -142.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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