+377.5%
ISRG vs SM
+8.4%
+369.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.3% | +26.3% | -28.6% | -4.1% |
| 3M | -12.4% | +8.7% | -21.1% | -13.4% |
| 6M | -26.8% | +51.7% | -78.5% | -30.0% |
| YTD | -35.3% | +99.0% | -134.3% | -39.5% |
| 1Y | -19.3% | +34.6% | -53.9% | -22.3% |
| 3Y | +18.1% | -7.8% | +25.9% | +15.3% |
| 5Y | +2.6% | +104.8% | -102.1% | -6.9% |
| All | +377.5% | +8.4% | +369.1% | +273.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling