+55.7%
ISRG vs SM
-3.8%
+59.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -2.3% |
| 7D | -6.1% | +10.6% | -16.7% | -6.4% |
| 30D | +4.2% | -15.0% | +19.2% | +4.7% |
| 3M | +9.6% | +1.7% | +7.9% | +8.7% |
| 6M | +1.9% | +5.9% | -4.0% | +0.1% |
| YTD | -22.3% | +79.0% | -101.3% | -29.6% |
| 1Y | -23.2% | +84.7% | -107.8% | -30.8% |
| All | +55.7% | -3.8% | +59.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling