+63.3%
ISRG vs SPY
+75.1%
-11.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | +4.8% | -2.7% | +7.5% | +8.1% |
| 30D | +9.2% | -5.4% | +14.6% | +16.1% |
| 3M | +21.2% | -4.1% | +25.3% | +26.8% |
| 6M | +0.2% | +0.7% | -0.5% | -1.0% |
| YTD | -20.1% | +8.7% | -28.7% | -27.7% |
| 1Y | -17.3% | +10.9% | -28.2% | -27.1% |
| 3Y | +63.3% | +75.0% | -11.7% | -22.9% |
| All | +63.3% | +75.1% | -11.8% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling