-10.5%
ISRG vs SPYM
+14.7%
-25.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +7.8% |
| 7D | +8.5% | -0.7% | +9.3% | +9.2% |
| 30D | +18.6% | -1.1% | +19.7% | +19.7% |
| 3M | +30.9% | -0.3% | +31.2% | +31.2% |
| 6M | +6.6% | +7.3% | -0.8% | -1.3% |
| YTD | -14.9% | +13.4% | -28.3% | -24.9% |
| 1Y | -10.5% | +14.8% | -25.4% | -22.1% |
| All | -10.5% | +14.7% | -25.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling