+25.5%
ISRG vs SPG
+84.0%
-58.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.0% | +2.0% | -4.0% | -3.1% |
| 30D | +5.6% | +17.2% | -11.7% | -3.5% |
| 3M | +10.5% | +6.3% | +4.2% | +6.7% |
| 6M | +2.6% | +18.7% | -16.1% | -7.1% |
| YTD | -21.7% | +30.1% | -51.8% | -33.0% |
| 1Y | -21.6% | +32.8% | -54.3% | -33.7% |
| 3Y | +57.0% | +133.6% | -76.5% | -6.7% |
| All | +25.5% | +84.0% | -58.5% | -16.1% |
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