+2.0%
ISRG vs SGI
+60.4%
-58.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.6% | +8.5% | -10.1% | -4.3% |
| 30D | -2.3% | +0.7% | -2.9% | -2.7% |
| 3M | -12.4% | +0.6% | -13.0% | -12.9% |
| 6M | -26.8% | -17.9% | -8.9% | -22.8% |
| YTD | -35.3% | -21.2% | -14.1% | -31.1% |
| 1Y | -19.3% | -18.9% | -0.5% | -15.5% |
| 3Y | +18.1% | +52.6% | -34.5% | -2.8% |
| All | +2.0% | +60.4% | -58.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling