+539.2%
ISRG vs STM
+470.7%
+68.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -2.0% | +12.0% | -14.0% | -5.4% |
| 30D | +5.6% | -0.4% | +5.9% | +4.6% |
| 3M | +10.5% | -13.2% | +23.7% | +13.4% |
| 6M | +2.6% | -26.1% | +28.7% | +6.4% |
| YTD | -21.7% | +81.2% | -102.9% | -42.5% |
| 1Y | -21.6% | +98.3% | -119.9% | -44.4% |
| 3Y | +57.0% | +16.7% | +40.3% | +26.0% |
| 5Y | +25.0% | -4.8% | +29.8% | +4.5% |
| All | +539.2% | +470.7% | +68.5% | +232.5% |
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