+55.7%
ISRG vs SMR
+132.9%
-77.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.9% |
| 7D | -6.1% | +10.3% | -16.4% | -6.5% |
| 30D | +4.2% | -25.7% | +30.0% | +5.2% |
| 3M | +9.6% | -49.7% | +59.4% | +12.0% |
| 6M | +1.9% | -59.8% | +61.7% | +4.5% |
| YTD | -22.3% | -66.0% | +43.7% | -20.3% |
| 1Y | -23.2% | -81.4% | +58.3% | -19.3% |
| All | +55.7% | +132.9% | -77.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling