-21.9%
ISRG vs STM
+90.8%
-112.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +2.1% | -7.9% | +10.0% | +2.3% |
| 30D | +6.2% | -14.1% | +20.3% | +6.7% |
| 3M | +14.4% | -17.6% | +32.0% | +15.0% |
| 6M | 0.0% | -24.2% | +24.2% | -1.9% |
| YTD | -20.5% | +73.3% | -93.8% | -36.4% |
| 1Y | -21.9% | +90.1% | -112.0% | -39.1% |
| All | -21.9% | +90.8% | -112.7% | -39.1% |
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