-1.8%
ISRG vs SIRI
-43.6%
+41.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.4% |
| 7D | -5.2% | +4.3% | -9.4% | -5.9% |
| 30D | -7.6% | -2.8% | -4.7% | -7.2% |
| 3M | -16.4% | +5.9% | -22.3% | -17.1% |
| 6M | -28.6% | +31.9% | -60.5% | -31.8% |
| YTD | -38.2% | +48.7% | -86.8% | -42.2% |
| 1Y | -25.5% | +23.2% | -48.7% | -28.4% |
| 3Y | +17.4% | -23.9% | +41.3% | +17.4% |
| All | -1.8% | -43.6% | +41.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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