-17.3%
ISRG vs STM
+75.4%
-92.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.5% |
| 7D | +4.8% | -10.7% | +15.6% | +5.0% |
| 30D | +9.2% | -25.7% | +35.0% | +10.3% |
| 3M | +21.2% | -21.6% | +42.7% | +21.8% |
| 6M | +0.2% | -27.8% | +28.0% | -1.9% |
| YTD | -20.1% | +61.8% | -81.8% | -35.7% |
| 1Y | -17.3% | +78.1% | -95.4% | -35.1% |
| All | -17.3% | +75.4% | -92.8% | -35.1% |
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 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