-10.5%
ISRG vs STM
+92.4%
-102.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.1% | +15.4% | +9.5% |
| 7D | +8.5% | -6.0% | +14.6% | +8.7% |
| 30D | +18.6% | -20.9% | +39.5% | +19.6% |
| 3M | +30.9% | -15.8% | +46.7% | +31.4% |
| 6M | +6.6% | -17.0% | +23.6% | +3.0% |
| YTD | -14.9% | +76.8% | -91.7% | -31.9% |
| 1Y | -10.5% | +96.5% | -107.0% | -30.3% |
| All | -10.5% | +92.4% | -102.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling