+23.9%
ISRG vs SO
+75.0%
-51.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +4.8% | -1.5% | +6.3% | +5.2% |
| 30D | +9.2% | +8.1% | +1.2% | +7.2% |
| 3M | +21.2% | +0.2% | +20.9% | +21.0% |
| 6M | +0.2% | +0.4% | -0.2% | 0.0% |
| YTD | -20.1% | +8.5% | -28.5% | -22.1% |
| 1Y | -17.3% | +4.9% | -22.3% | -18.7% |
| 3Y | +63.3% | +47.9% | +15.4% | +37.3% |
| All | +23.9% | +75.0% | -51.1% | -2.6% |
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