+17,983.8%
ISRG vs SPY
+724.7%
+17,259.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 6M | -26.8% | +13.0% | -39.8% | -36.1% |
| YTD | -35.3% | +13.5% | -48.8% | -43.7% |
| 1Y | -19.3% | +20.0% | -39.3% | -34.0% |
| 3Y | +18.1% | +77.2% | -59.1% | -36.1% |
| 5Y | +2.6% | +81.9% | -79.2% | -44.7% |
| 10Y | +379.4% | +314.1% | +65.4% | +13.8% |
| All | +17,983.8% | +724.7% | +17,259.1% | +2,084.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling