+21,593.2%
ISRG vs SCCO
+32,071.4%
-10,478.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.3% |
| 7D | -6.1% | +1.7% | -7.8% | -6.6% |
| 30D | +4.2% | -18.1% | +22.3% | +10.5% |
| 3M | +9.6% | -12.8% | +22.5% | +13.1% |
| 6M | +1.9% | -8.5% | +10.3% | +1.9% |
| YTD | -22.3% | +23.9% | -46.2% | -31.3% |
| 1Y | -23.2% | +30.0% | -53.1% | -33.2% |
| 3Y | +58.5% | +175.2% | -116.7% | +2.7% |
| 5Y | +23.9% | +249.4% | -225.4% | -28.0% |
| 10Y | +536.7% | +703.4% | -166.6% | +161.0% |
| All | +21,593.2% | +32,071.4% | -10,478.2% | +2,311.4% |
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