-10.5%
ISRG vs SM
+70.4%
-80.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +6.9% |
| 7D | +8.5% | -21.5% | +30.0% | +5.1% |
| 30D | +18.6% | -11.4% | +30.0% | +16.6% |
| 3M | +30.9% | +0.6% | +30.3% | +30.5% |
| 6M | +6.6% | +0.2% | +6.3% | +6.7% |
| YTD | -14.9% | +69.7% | -84.5% | -14.9% |
| 1Y | -10.5% | +71.6% | -82.1% | -10.1% |
| All | -10.5% | +70.4% | -80.9% | -10.1% |
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