+23.4%
ISRG vs SPY
+80.4%
-57.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | -12.4% | +2.0% | -14.4% | -14.5% |
| 6M | -26.8% | +13.0% | -39.8% | -36.7% |
| YTD | -35.3% | +13.5% | -48.8% | -44.3% |
| 1Y | -19.3% | +20.0% | -39.3% | -35.1% |
| All | +23.4% | +80.4% | -57.0% | -42.0% |
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