+536.3%
ISRG vs STM
+433.9%
+102.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.0% | -0.3% |
| 7D | +5.4% | -5.6% | +11.0% | +6.6% |
| 30D | +8.6% | -14.4% | +23.1% | +12.8% |
| 3M | +21.6% | -20.5% | +42.0% | +28.1% |
| 6M | +2.3% | -24.5% | +26.8% | +4.8% |
| YTD | -18.7% | +72.7% | -91.4% | -39.4% |
| 1Y | -17.8% | +91.0% | -108.8% | -41.1% |
| 3Y | +69.1% | +13.5% | +55.6% | +36.6% |
| 5Y | +26.5% | -9.2% | +35.7% | +7.2% |
| 10Y | +536.3% | +422.5% | +113.7% | +212.1% |
| All | +536.3% | +433.9% | +102.4% | +212.1% |
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