+537.3%
ISRG vs SO
+188.2%
+349.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +6.2% | +8.7% | -2.5% | +2.5% |
| 3M | +14.4% | +3.4% | +11.0% | +12.6% |
| 6M | 0.0% | +3.7% | -3.7% | -1.8% |
| YTD | -20.5% | +10.0% | -30.6% | -24.3% |
| 1Y | -21.9% | +6.6% | -28.5% | -24.7% |
| 3Y | +62.2% | +52.5% | +9.7% | +28.7% |
| 5Y | +25.2% | +76.1% | -50.9% | -8.7% |
| 10Y | +537.3% | +194.9% | +342.4% | +301.8% |
| All | +537.3% | +188.2% | +349.1% | +301.8% |
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