+17.4%
ISRG vs SCCO
+210.1%
-192.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -5.3% |
| 7D | -5.2% | +3.4% | -8.6% | -5.7% |
| 30D | -7.6% | +6.6% | -14.2% | -8.7% |
| 3M | -16.4% | +24.5% | -40.8% | -19.8% |
| 6M | -28.6% | +16.5% | -45.1% | -31.2% |
| YTD | -38.2% | +52.1% | -90.3% | -44.7% |
| 1Y | -25.5% | +114.2% | -139.7% | -38.9% |
| 3Y | +17.4% | +207.4% | -190.0% | -16.8% |
| All | +17.4% | +210.1% | -192.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling