+8,940.9%
ISRG vs SIMO
+1,993.5%
+6,947.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.4% | +11.6% | -0.4% |
| 7D | +4.4% | -31.4% | +35.8% | +10.6% |
| 30D | +15.8% | -45.2% | +60.9% | +26.4% |
| 3M | +24.9% | -36.5% | +61.4% | +31.1% |
| 6M | +3.8% | -34.2% | +38.0% | +5.0% |
| YTD | -17.3% | +69.9% | -87.2% | -32.7% |
| 1Y | -14.6% | +60.4% | -75.0% | -29.9% |
| 3Y | +68.2% | +203.1% | -134.9% | +19.0% |
| 5Y | +28.4% | +145.4% | -117.1% | -8.7% |
| 10Y | +528.0% | +368.9% | +159.1% | +275.4% |
| All | +8,940.9% | +1,993.5% | +6,947.4% | +2,645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling