+536.3%
ISRG vs SIMO
+436.4%
+99.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.9% |
| 7D | +5.4% | -8.2% | +13.6% | +6.3% |
| 30D | +8.6% | -34.6% | +43.2% | +14.4% |
| 3M | +21.6% | -32.6% | +54.2% | +25.8% |
| 6M | +2.3% | -31.8% | +34.2% | +2.3% |
| YTD | -18.7% | +87.6% | -106.3% | -37.7% |
| 1Y | -17.8% | +86.7% | -104.4% | -37.1% |
| 3Y | +69.1% | +227.4% | -158.4% | +8.6% |
| 5Y | +26.5% | +173.0% | -146.5% | -19.1% |
| 10Y | +536.3% | +409.6% | +126.6% | +213.0% |
| All | +536.3% | +436.4% | +99.9% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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