+2.0%
ISRG vs SIMO
+269.6%
-267.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.7% |
| 7D | -1.6% | +4.2% | -5.8% | -2.0% |
| 30D | -2.3% | +4.1% | -6.4% | -3.1% |
| 3M | -12.4% | -12.9% | +0.4% | -12.7% |
| 6M | -26.8% | +110.3% | -137.2% | -38.5% |
| YTD | -35.3% | +178.6% | -213.8% | -49.2% |
| 1Y | -19.3% | +220.0% | -239.3% | -39.1% |
| 3Y | +18.1% | +409.0% | -390.9% | -21.3% |
| All | +2.0% | +269.6% | -267.5% | -28.7% |
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