+54.0%
ISRG vs SOXQ
+231.9%
-178.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.1% |
| 7D | -2.0% | +8.2% | -10.2% | -5.0% |
| 30D | +5.6% | -13.2% | +18.7% | +10.1% |
| 3M | +10.5% | -18.5% | +29.1% | +17.4% |
| 6M | +2.6% | -15.4% | +18.1% | +3.0% |
| YTD | -21.7% | +43.6% | -65.2% | -40.4% |
| 1Y | -21.6% | +49.2% | -70.8% | -41.7% |
| 3Y | +57.0% | +190.2% | -133.2% | -24.4% |
| 5Y | +25.0% | +178.2% | -153.2% | -41.5% |
| All | +54.0% | +231.9% | -178.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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