+374.7%
ISRG vs SCHW
+301.3%
+73.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -2.5% | -2.8% | +0.2% | -1.5% |
| 30D | -10.2% | -0.1% | -10.1% | -10.2% |
| 3M | -12.5% | +20.6% | -33.1% | -18.1% |
| 6M | -25.8% | +15.9% | -41.8% | -29.7% |
| YTD | -36.4% | +8.5% | -44.8% | -38.5% |
| 1Y | -19.9% | +17.8% | -37.7% | -24.9% |
| 3Y | +20.9% | +88.5% | -67.7% | -5.4% |
| 5Y | +5.7% | +60.6% | -55.0% | -15.4% |
| All | +374.7% | +301.3% | +73.4% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling