+500.7%
ISRG vs STM
+398.5%
+102.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.7% |
| 7D | +4.8% | -10.7% | +15.6% | +7.9% |
| 30D | +9.2% | -25.7% | +35.0% | +18.4% |
| 3M | +21.2% | -21.6% | +42.7% | +28.1% |
| 6M | +0.2% | -27.8% | +28.0% | +3.8% |
| YTD | -20.1% | +61.8% | -81.8% | -39.2% |
| 1Y | -17.3% | +78.1% | -95.4% | -39.4% |
| 3Y | +63.3% | +4.9% | +58.4% | +35.4% |
| 5Y | +24.1% | -14.3% | +38.3% | +7.0% |
| All | +500.7% | +398.5% | +102.2% | +199.0% |
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