-19.9%
ISRG vs SPXS
-34.6%
+14.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +2.6% |
| 7D | -2.5% | +6.4% | -8.9% | -0.6% |
| 30D | -10.2% | +6.0% | -16.1% | -8.4% |
| 3M | -12.5% | -11.6% | -0.9% | -15.1% |
| 6M | -25.8% | -28.7% | +2.9% | -32.4% |
| YTD | -36.4% | -26.3% | -10.1% | -40.8% |
| 1Y | -19.9% | -34.9% | +15.0% | -27.9% |
| All | -19.9% | -34.6% | +14.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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