+3,006.2%
ISRG vs SPYM
+829.4%
+2,176.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | 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% | -14.5% | -14.4% |
| 6M | -26.8% | +13.1% | -39.9% | -36.3% |
| YTD | -35.3% | +13.6% | -48.9% | -43.9% |
| 1Y | -19.3% | +20.1% | -39.4% | -34.3% |
| 3Y | +18.1% | +77.6% | -59.4% | -37.0% |
| 5Y | +2.6% | +82.5% | -79.9% | -45.6% |
| 10Y | +379.4% | +317.6% | +61.8% | +10.6% |
| All | +3,006.2% | +829.4% | +2,176.8% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling