+500.7%
ISRG vs SM
+8.2%
+492.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.4% |
| 7D | +4.8% | -25.9% | +30.7% | +7.0% |
| 30D | +9.2% | -15.1% | +24.4% | +10.3% |
| 3M | +21.2% | +4.9% | +16.3% | +20.0% |
| 6M | +0.2% | +6.1% | -5.9% | -1.4% |
| YTD | -20.1% | +63.4% | -83.5% | -24.6% |
| 1Y | -17.3% | +72.5% | -89.8% | -22.5% |
| 3Y | +63.3% | -16.9% | +80.2% | +60.1% |
| 5Y | +24.1% | -10.6% | +34.7% | +18.8% |
| All | +500.7% | +8.2% | +492.5% | +370.8% |
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 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