+550.7%
ISRG vs SPG
+116.4%
+434.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.8% | +2.7% | -9.5% | -7.5% |
| 30D | +5.1% | +16.6% | -11.4% | +0.3% |
| 3M | +12.0% | +8.1% | +4.0% | +9.4% |
| 6M | +7.0% | +19.3% | -12.3% | +1.3% |
| YTD | -20.6% | +31.1% | -51.7% | -27.1% |
| 1Y | -21.4% | +32.8% | -54.2% | -28.1% |
| 3Y | +62.0% | +135.8% | -73.8% | +24.9% |
| 5Y | +28.1% | +85.1% | -56.9% | +4.0% |
| 10Y | +550.7% | +115.9% | +434.7% | +394.9% |
| All | +550.7% | +116.4% | +434.3% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling