+28.1%
ISRG vs SO
+77.0%
-48.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | +0.8% | -7.5% | -6.9% |
| 30D | +5.1% | +7.8% | -2.7% | +3.2% |
| 3M | +12.0% | +2.9% | +9.1% | +11.2% |
| 6M | +7.0% | +2.5% | +4.5% | +6.3% |
| YTD | -20.6% | +10.3% | -30.9% | -22.9% |
| 1Y | -21.4% | +6.4% | -27.8% | -23.0% |
| 3Y | +62.0% | +52.8% | +9.2% | +34.6% |
| 5Y | +28.1% | +78.7% | -50.5% | +1.1% |
| All | +28.1% | +77.0% | -48.9% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling