+57.0%
ISRG vs SFM
+27.3%
+29.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -2.0% | +6.0% | -8.1% | -2.8% |
| 30D | +5.6% | -19.5% | +25.0% | +8.1% |
| 3M | +10.5% | -37.0% | +47.6% | +17.3% |
| 6M | +2.6% | -41.0% | +43.6% | +9.7% |
| YTD | -21.7% | -34.6% | +13.0% | -17.9% |
| 1Y | -21.6% | -36.3% | +14.7% | -17.5% |
| 3Y | +57.0% | +24.5% | +32.5% | +67.6% |
| All | +57.0% | +27.3% | +29.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling