+22,229.9%
ISRG vs SM
+256.7%
+21,973.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.5% |
| 7D | +4.8% | -25.9% | +30.7% | +8.5% |
| 30D | +9.2% | -15.1% | +24.4% | +11.0% |
| 3M | +21.2% | +4.9% | +16.3% | +19.3% |
| 6M | +0.2% | +6.1% | -5.9% | -2.3% |
| YTD | -20.1% | +63.4% | -83.5% | -27.2% |
| 1Y | -17.3% | +72.5% | -89.8% | -25.4% |
| 3Y | +63.3% | -16.9% | +80.2% | +58.4% |
| 5Y | +24.1% | -10.6% | +34.7% | +15.2% |
| 10Y | +507.0% | +11.3% | +495.7% | +301.0% |
| All | +22,229.9% | +256.7% | +21,973.1% | +8,847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling