+386.2%
ISRG vs SCCO
+1,104.1%
-717.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +0.7% | -2.7% | +3.3% | +1.1% |
| 30D | -8.0% | -0.7% | -7.3% | -8.3% |
| 3M | -10.6% | +8.1% | -18.7% | -13.5% |
| 6M | -25.1% | +4.1% | -29.2% | -27.7% |
| YTD | -34.8% | +41.1% | -75.9% | -43.7% |
| 1Y | -19.0% | +95.6% | -114.6% | -37.3% |
| 3Y | +22.1% | +179.3% | -157.2% | -19.6% |
| 5Y | +8.2% | +308.3% | -300.1% | -39.8% |
| All | +386.2% | +1,104.1% | -717.9% | +107.3% |
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