-23.2%
ISRG vs SMTC
+59.8%
-83.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.3% |
| 7D | -6.1% | +30.5% | -36.6% | -4.8% |
| 30D | +4.2% | -30.9% | +35.1% | +3.1% |
| 3M | +9.6% | -14.7% | +24.3% | +9.1% |
| 6M | +1.9% | -9.6% | +11.4% | +0.5% |
| YTD | -22.3% | +62.1% | -84.4% | -29.5% |
| 1Y | -23.2% | +66.6% | -89.7% | -31.1% |
| All | -23.2% | +59.8% | -83.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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