+66.2%
ISRG vs SPYM
+74.4%
-8.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | 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% | +16.2% |
| 3M | +21.2% | -4.1% | +25.2% | +26.9% |
| 6M | +0.2% | +0.8% | -0.5% | -1.1% |
| YTD | -20.1% | +8.8% | -28.8% | -28.0% |
| 1Y | -17.3% | +11.0% | -28.3% | -27.3% |
| All | +66.2% | +74.4% | -8.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling