-10.5%
ISRG vs SO
+3.3%
-13.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.4% |
| 7D | +8.5% | +1.7% | +6.8% | +8.5% |
| 30D | +18.6% | +11.1% | +7.5% | +18.9% |
| 3M | +30.9% | +0.7% | +30.2% | +31.2% |
| 6M | +6.6% | -1.4% | +8.0% | +6.7% |
| YTD | -14.9% | +9.4% | -24.3% | -12.7% |
| 1Y | -10.5% | +3.7% | -14.3% | -9.6% |
| All | -10.5% | +3.3% | -13.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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