-25.5%
ISRG vs SM
+46.7%
-72.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.6% | +31.5% | -39.1% | -5.4% |
| 3M | -16.4% | +17.3% | -33.7% | -15.1% |
| 6M | -28.6% | +48.5% | -77.1% | -27.5% |
| YTD | -38.2% | +106.3% | -144.4% | -38.0% |
| 1Y | -25.5% | +47.3% | -72.8% | -24.3% |
| All | -25.5% | +46.7% | -72.2% | -24.3% |
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