-3.0%
ISRG vs SPYM
+82.4%
-85.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -4.0% | -3.8% |
| 7D | -5.2% | +0.6% | -5.7% | -5.9% |
| 30D | -7.6% | -0.9% | -6.6% | -6.4% |
| 3M | -16.4% | +3.9% | -20.3% | -20.3% |
| 6M | -28.6% | +14.5% | -43.1% | -40.2% |
| YTD | -38.2% | +13.0% | -51.2% | -47.3% |
| 1Y | -25.5% | +19.4% | -44.9% | -41.0% |
| 3Y | +17.4% | +78.9% | -61.4% | -45.9% |
| 5Y | -3.0% | +82.3% | -85.3% | -54.3% |
| All | -3.0% | +82.4% | -85.4% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling