+378.3%
ISRG vs SO
+154.8%
+223.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -4.6% | +2.3% | -0.4% |
| 3M | -12.4% | -3.0% | -9.4% | -11.4% |
| 6M | -26.8% | -8.3% | -18.6% | -24.4% |
| YTD | -35.3% | +3.5% | -38.8% | -36.7% |
| 1Y | -19.3% | -0.9% | -18.4% | -19.8% |
| 3Y | +18.1% | +45.4% | -27.2% | -4.6% |
| 5Y | +2.6% | +59.6% | -57.0% | -21.9% |
| All | +378.3% | +154.8% | +223.4% | +211.5% |
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