+386.2%
ISRG vs SCHW
+301.0%
+85.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -1.9% | +2.5% | +1.4% |
| 30D | -8.0% | -1.6% | -6.4% | -7.5% |
| 3M | -10.6% | +21.3% | -31.9% | -16.4% |
| 6M | -25.1% | +16.5% | -41.6% | -29.1% |
| YTD | -34.8% | +8.4% | -43.2% | -37.0% |
| 1Y | -19.0% | +15.6% | -34.6% | -23.6% |
| 3Y | +22.1% | +86.8% | -64.8% | -4.2% |
| 5Y | +8.2% | +60.5% | -52.3% | -13.3% |
| All | +386.2% | +301.0% | +85.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SCHW 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling