+69.1%
ISRG vs SIMO
+230.1%
-161.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.5% |
| 7D | +5.4% | -8.2% | +13.6% | +5.6% |
| 30D | +8.6% | -34.6% | +43.2% | +10.5% |
| 3M | +21.6% | -32.6% | +54.2% | +22.9% |
| 6M | +2.3% | -31.8% | +34.2% | +1.2% |
| YTD | -18.7% | +87.6% | -106.3% | -36.2% |
| 1Y | -17.8% | +86.7% | -104.4% | -35.5% |
| 3Y | +69.1% | +227.4% | -158.4% | -0.8% |
| All | +69.1% | +230.1% | -161.0% | -0.8% |
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