-21.4%
ISRG vs SIMO
+97.3%
-118.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | +0.4% |
| 7D | -6.8% | +0.9% | -7.7% | -6.6% |
| 30D | +5.1% | -25.4% | +30.5% | +3.9% |
| 3M | +12.0% | -17.8% | +29.8% | +11.5% |
| 6M | +7.0% | -29.6% | +36.6% | +5.4% |
| YTD | -20.6% | +100.3% | -120.9% | -30.3% |
| 1Y | -21.4% | +100.4% | -121.8% | -31.1% |
| All | -21.4% | +97.3% | -118.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling