+533.8%
ISRG vs SO
+193.6%
+340.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.5% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | +4.2% | +4.9% | -0.7% | +2.1% |
| 3M | +9.6% | +0.8% | +8.9% | +9.1% |
| 6M | +1.9% | +0.6% | +1.3% | +1.3% |
| YTD | -22.3% | +8.7% | -31.0% | -25.7% |
| 1Y | -23.2% | +4.0% | -27.1% | -25.1% |
| 3Y | +58.5% | +50.6% | +8.0% | +26.5% |
| 5Y | +23.9% | +77.5% | -53.6% | -10.1% |
| All | +533.8% | +193.6% | +340.2% | +301.3% |
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