-23.2%
ISRG vs SMR
-82.2%
+59.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -2.0% |
| 7D | -6.1% | +10.3% | -16.4% | -6.2% |
| 30D | +4.2% | -25.7% | +30.0% | +4.9% |
| 3M | +9.6% | -49.7% | +59.4% | +10.9% |
| 6M | +1.9% | -59.8% | +61.7% | +3.7% |
| YTD | -22.3% | -66.0% | +43.7% | -21.1% |
| 1Y | -23.2% | -81.4% | +58.3% | -20.3% |
| All | -23.2% | -82.2% | +59.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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