+63.3%
ISRG vs SPG
+124.5%
-61.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | +4.8% | +4.9% | -0.1% | +2.3% |
| 30D | +9.2% | +15.6% | -6.4% | +1.4% |
| 3M | +21.2% | +4.1% | +17.1% | +18.6% |
| 6M | +0.2% | +13.6% | -13.3% | -6.3% |
| YTD | -20.1% | +27.5% | -47.6% | -30.0% |
| 1Y | -17.3% | +32.2% | -49.6% | -29.1% |
| 3Y | +63.3% | +126.0% | -62.7% | +10.0% |
| All | +63.3% | +124.5% | -61.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling