-3.0%
ISRG vs SCCO
+339.1%
-342.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -5.5% |
| 7D | -5.2% | +3.4% | -8.6% | -5.9% |
| 30D | -7.6% | +6.6% | -14.2% | -9.0% |
| 3M | -16.4% | +24.5% | -40.8% | -20.8% |
| 6M | -28.6% | +16.5% | -45.1% | -32.0% |
| YTD | -38.2% | +52.1% | -90.3% | -45.9% |
| 1Y | -25.5% | +114.2% | -139.7% | -40.9% |
| 3Y | +17.4% | +207.4% | -190.0% | -19.7% |
| 5Y | -3.0% | +353.7% | -356.7% | -42.0% |
| All | -3.0% | +339.1% | -342.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling