+356.0%
ISRG vs SPY
+311.3%
+44.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.8% |
| 7D | -5.2% | +0.5% | -5.7% | -5.8% |
| 30D | -7.6% | -0.9% | -6.6% | -6.4% |
| 3M | -16.4% | +3.9% | -20.2% | -20.2% |
| 6M | -28.6% | +14.5% | -43.1% | -39.8% |
| YTD | -38.2% | +12.9% | -51.1% | -47.0% |
| 1Y | -25.5% | +19.4% | -44.9% | -40.4% |
| 3Y | +17.4% | +78.5% | -61.0% | -43.2% |
| 5Y | -3.0% | +81.8% | -84.7% | -53.0% |
| 10Y | +356.0% | +311.5% | +44.5% | -6.9% |
| All | +356.0% | +311.3% | +44.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling