+25.5%
ISRG vs SIMO
+170.3%
-144.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.3% |
| 7D | -2.0% | +4.1% | -6.1% | -2.4% |
| 30D | +5.6% | -24.0% | +29.5% | +7.3% |
| 3M | +10.5% | -31.8% | +42.3% | +12.6% |
| 6M | +2.6% | -36.9% | +39.5% | +3.2% |
| YTD | -21.7% | +84.8% | -106.5% | -37.2% |
| 1Y | -21.6% | +99.0% | -120.6% | -38.2% |
| 3Y | +57.0% | +217.9% | -160.9% | +8.1% |
| All | +25.5% | +170.3% | -144.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling