+3,735.5%
ISRG vs SPYM
+789.7%
+2,945.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | +4.8% | -2.7% | +7.5% | +8.0% |
| 30D | +9.2% | -5.4% | +14.6% | +16.0% |
| 3M | +21.2% | -4.1% | +25.2% | +26.7% |
| 6M | +0.2% | +0.8% | -0.5% | -0.9% |
| YTD | -20.1% | +8.8% | -28.8% | -27.4% |
| 1Y | -17.3% | +11.0% | -28.3% | -26.6% |
| 3Y | +63.3% | +75.5% | -12.2% | -12.0% |
| 5Y | +24.1% | +68.4% | -44.4% | -28.4% |
| 10Y | +507.0% | +316.1% | +190.9% | +41.1% |
| All | +3,735.5% | +789.7% | +2,945.8% | +261.6% |
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