+25.5%
ISRG vs SPY
+72.1%
-46.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -2.0% | +2.6% | -4.6% | -5.1% |
| 30D | +5.6% | -2.0% | +7.5% | +8.1% |
| 3M | +10.5% | -2.8% | +13.3% | +14.3% |
| 6M | +2.6% | +2.1% | +0.5% | -0.5% |
| YTD | -21.7% | +11.5% | -33.2% | -32.1% |
| 1Y | -21.6% | +13.5% | -35.0% | -33.5% |
| 3Y | +57.0% | +77.7% | -20.7% | -26.7% |
| All | +25.5% | +72.1% | -46.6% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling