+236.7%
ISRG vs SPOT
+263.5%
-26.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.8% |
| 7D | +4.8% | +1.6% | +3.2% | +4.4% |
| 30D | +9.2% | +17.6% | -8.3% | +4.1% |
| 3M | +21.2% | +26.9% | -5.8% | +12.5% |
| 6M | +0.2% | +41.8% | -41.6% | -10.5% |
| YTD | -20.1% | +3.8% | -23.9% | -23.0% |
| 1Y | -17.3% | -2.5% | -14.9% | -19.0% |
| 3Y | +63.3% | +260.6% | -197.3% | +2.9% |
| 5Y | +24.1% | +108.6% | -84.5% | -14.8% |
| All | +236.7% | +263.5% | -26.8% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling