-10.5%
ISRG vs SPMO
+11.0%
-21.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.8% | +10.2% | +9.4% |
| 7D | +8.5% | -8.9% | +17.4% | +8.9% |
| 30D | +18.6% | -13.8% | +32.4% | +19.4% |
| 3M | +30.9% | -12.5% | +43.4% | +31.6% |
| 6M | +6.6% | -1.5% | +8.1% | -1.2% |
| YTD | -14.9% | +11.3% | -26.2% | -26.6% |
| 1Y | -10.5% | +11.5% | -22.0% | -23.1% |
| All | -10.5% | +11.0% | -21.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling