+17,983.8%
ISRG vs SCCO
+37,537.9%
-19,554.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -5.3% | +3.7% | +0.1% |
| 30D | -2.3% | +2.7% | -4.9% | -3.4% |
| 3M | -12.4% | +4.2% | -16.7% | -14.9% |
| 6M | -26.8% | -0.6% | -26.2% | -28.6% |
| YTD | -35.3% | +45.0% | -80.2% | -45.0% |
| 1Y | -19.3% | +109.3% | -128.6% | -39.8% |
| 3Y | +18.1% | +180.8% | -162.6% | -23.1% |
| 5Y | +2.6% | +314.3% | -311.6% | -43.4% |
| 10Y | +379.4% | +1,083.3% | -703.9% | +73.4% |
| All | +17,983.8% | +37,537.9% | -19,554.1% | +1,829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling