+25.5%
ISRG vs STLA
-74.6%
+100.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -2.0% | -13.8% | +11.7% | +1.5% |
| 30D | +5.6% | -10.5% | +16.1% | +8.1% |
| 3M | +10.5% | -28.9% | +39.4% | +19.2% |
| 6M | +2.6% | -49.7% | +52.4% | +20.0% |
| YTD | -21.7% | -64.9% | +43.2% | -1.0% |
| 1Y | -21.6% | -64.0% | +42.5% | -1.9% |
| 3Y | +57.0% | -77.4% | +134.5% | +114.0% |
| All | +25.5% | -74.6% | +100.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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