+356.0%
ISRG vs SM
+12.3%
+343.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.8% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -7.6% | +31.5% | -39.1% | -9.6% |
| 3M | -16.4% | +17.3% | -33.7% | -17.8% |
| 6M | -28.6% | +48.5% | -77.1% | -31.5% |
| YTD | -38.2% | +106.3% | -144.4% | -42.4% |
| 1Y | -25.5% | +47.3% | -72.8% | -28.8% |
| 3Y | +17.4% | -1.4% | +18.8% | +14.0% |
| 5Y | -3.0% | +114.0% | -117.0% | -12.3% |
| 10Y | +356.0% | +12.5% | +343.5% | +256.0% |
| All | +356.0% | +12.3% | +343.6% | +256.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling