+2.0%
ISRG vs SM
+107.8%
-105.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 3M | -12.4% | +8.7% | -21.1% | -13.9% |
| 6M | -26.8% | +51.7% | -78.5% | -32.0% |
| YTD | -35.3% | +99.0% | -134.3% | -42.5% |
| 1Y | -19.3% | +34.6% | -53.9% | -24.2% |
| 3Y | +18.1% | -7.8% | +25.9% | +12.7% |
| All | +2.0% | +107.8% | -105.8% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling