-19.3%
ISRG vs SM
+36.8%
-56.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -2.3% | +25.6% | -27.8% | -0.3% |
| 3M | -12.4% | +8.0% | -20.5% | -11.5% |
| 6M | -26.8% | +50.8% | -77.6% | -25.9% |
| YTD | -35.3% | +97.9% | -133.1% | -34.8% |
| 1Y | -19.3% | +33.8% | -53.1% | -19.8% |
| All | -19.3% | +36.8% | -56.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling