+740.9%
ISRG vs SFM
+132.6%
+608.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | -4.4% | +2.1% | -1.8% |
| 3M | -12.4% | +1.5% | -14.0% | -12.9% |
| 6M | -26.8% | +6.5% | -33.3% | -27.9% |
| YTD | -35.3% | +2.2% | -37.4% | -36.0% |
| 1Y | -19.3% | -41.9% | +22.6% | -14.2% |
| 3Y | +18.1% | +106.8% | -88.6% | +5.4% |
| 5Y | +2.6% | +231.6% | -228.9% | -14.9% |
| 10Y | +379.4% | +258.4% | +121.0% | +278.6% |
| All | +740.9% | +132.6% | +608.4% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling