+23.9%
ISRG vs SMTC
+13.5%
+10.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.7% | -16.1% | -4.8% |
| 7D | +4.8% | -19.0% | +23.8% | +6.9% |
| 30D | +9.2% | -46.7% | +56.0% | +16.9% |
| 3M | +21.2% | -23.4% | +44.6% | +21.9% |
| 6M | +0.2% | -13.4% | +13.6% | -3.9% |
| YTD | -20.1% | +40.1% | -60.1% | -30.7% |
| 1Y | -17.3% | +47.7% | -65.0% | -29.3% |
| 3Y | +63.3% | +606.9% | -543.6% | -12.5% |
| All | +23.9% | +13.5% | +10.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling