+25.2%
ISRG vs SIMO
+171.3%
-146.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.2% |
| 7D | +2.1% | -16.0% | +18.1% | +3.3% |
| 30D | +6.2% | -35.8% | +41.9% | +9.4% |
| 3M | +14.4% | -26.5% | +40.9% | +15.7% |
| 6M | 0.0% | -33.0% | +33.0% | -0.4% |
| YTD | -20.5% | +84.3% | -104.9% | -36.1% |
| 1Y | -21.9% | +82.0% | -103.9% | -37.1% |
| 3Y | +62.2% | +218.5% | -156.3% | +11.9% |
| 5Y | +25.2% | +175.0% | -149.8% | -15.7% |
| All | +25.2% | +171.3% | -146.1% | -15.7% |
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