+536.3%
ISRG vs SO
+184.0%
+352.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +5.4% | -1.1% | +6.5% | +5.9% |
| 30D | +8.6% | +8.6% | 0.0% | +4.9% |
| 3M | +21.6% | +1.8% | +19.8% | +20.4% |
| 6M | +2.3% | +3.6% | -1.3% | +0.5% |
| YTD | -18.7% | +9.9% | -28.6% | -22.6% |
| 1Y | -17.8% | +5.7% | -23.5% | -20.4% |
| 3Y | +69.1% | +52.5% | +16.6% | +34.1% |
| 5Y | +26.5% | +77.3% | -50.8% | -8.2% |
| 10Y | +536.3% | +186.8% | +349.5% | +302.0% |
| All | +536.3% | +184.0% | +352.3% | +302.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling