+10.6%
ISRG vs SPCH
-54.8%
+65.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.2% | +1.4% |
| 7D | +5.4% | +6.2% | -0.8% | +5.2% |
| 30D | +8.6% | -28.1% | +36.7% | +9.6% |
| 3M | +21.6% | -0.5% | +22.1% | +20.4% |
| All | +10.6% | -54.8% | +65.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling