+2.0%
ISRG vs SPG
+102.5%
-100.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.3% |
| 30D | -2.3% | -6.8% | +4.6% | +1.6% |
| 3M | -12.4% | +2.7% | -15.1% | -13.8% |
| 6M | -26.8% | +5.5% | -32.3% | -29.2% |
| YTD | -35.3% | +15.7% | -51.0% | -40.6% |
| 1Y | -19.3% | +20.9% | -40.2% | -27.9% |
| 3Y | +18.1% | +112.4% | -94.2% | -24.7% |
| All | +2.0% | +102.5% | -100.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling