+63.3%
ISRG vs SO
+45.4%
+17.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.4% |
| 7D | +4.8% | -1.5% | +6.3% | +4.8% |
| 30D | +9.2% | +8.1% | +1.2% | +9.2% |
| 3M | +21.2% | +0.2% | +20.9% | +21.3% |
| 6M | +0.2% | +0.4% | -0.2% | +0.4% |
| YTD | -20.1% | +8.5% | -28.5% | -19.8% |
| 1Y | -17.3% | +4.9% | -22.3% | -17.1% |
| 3Y | +63.3% | +47.9% | +15.4% | +56.7% |
| All | +63.3% | +45.4% | +17.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling