+376.2%
ISRG vs STM
+682.1%
-305.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | -1.6% | +5.8% | -7.4% | -3.3% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -12.4% | -33.3% | +20.8% | -3.3% |
| 6M | -26.8% | +57.4% | -84.2% | -41.6% |
| YTD | -35.3% | +102.2% | -137.4% | -53.2% |
| 1Y | -19.3% | +99.6% | -118.9% | -42.3% |
| 3Y | +18.1% | +14.5% | +3.6% | -1.9% |
| 5Y | +2.6% | +21.4% | -18.7% | -20.0% |
| All | +376.2% | +682.1% | -305.9% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling