+63.3%
ISRG vs SPOT
+255.6%
-192.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | +4.8% | +1.6% | +3.2% | +4.5% |
| 30D | +9.2% | +17.6% | -8.3% | +5.2% |
| 3M | +21.2% | +26.9% | -5.8% | +14.3% |
| 6M | +0.2% | +41.8% | -41.6% | -8.3% |
| YTD | -20.1% | +3.8% | -23.9% | -21.7% |
| 1Y | -17.3% | -2.5% | -14.9% | -17.8% |
| 3Y | +63.3% | +260.6% | -197.3% | +20.7% |
| All | +63.3% | +255.6% | -192.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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