+19.2%
ISRG vs SIMO
+418.6%
-399.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.4% |
| 7D | -1.6% | +4.2% | -5.8% | -1.9% |
| 30D | -2.3% | +4.1% | -6.4% | -2.8% |
| 3M | -12.4% | -12.9% | +0.4% | -12.6% |
| 6M | -26.8% | +110.3% | -137.2% | -38.5% |
| YTD | -35.3% | +178.6% | -213.8% | -50.2% |
| 1Y | -19.3% | +220.0% | -239.3% | -41.1% |
| All | +19.2% | +418.6% | -399.4% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling