+22,229.9%
ISRG vs SO
+1,805.7%
+20,424.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | +4.8% | -1.5% | +6.3% | +5.5% |
| 30D | +9.2% | +8.1% | +1.2% | +5.5% |
| 3M | +21.2% | +0.2% | +20.9% | +20.7% |
| 6M | +0.2% | +0.4% | -0.2% | -0.3% |
| YTD | -20.1% | +8.5% | -28.5% | -23.5% |
| 1Y | -17.3% | +4.9% | -22.3% | -19.8% |
| 3Y | +63.3% | +47.9% | +15.4% | +32.6% |
| 5Y | +24.1% | +75.7% | -51.6% | -8.0% |
| 10Y | +507.0% | +178.0% | +329.0% | +257.7% |
| All | +22,229.9% | +1,805.7% | +20,424.2% | +10,060.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling