+55.7%
ISRG vs SCCO
+175.8%
-120.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | -6.1% | +1.7% | -7.8% | -6.3% |
| 30D | +4.2% | -18.1% | +22.3% | +7.0% |
| 3M | +9.6% | -12.8% | +22.5% | +11.2% |
| 6M | +1.9% | -8.5% | +10.3% | +1.9% |
| YTD | -22.3% | +23.9% | -46.2% | -28.2% |
| 1Y | -23.2% | +30.0% | -53.1% | -29.8% |
| All | +55.7% | +175.8% | -120.1% | +18.0% |
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 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