+19.2%
ISRG vs STM
+16.2%
+3.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.6% | +5.8% | -7.4% | -2.5% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -12.4% | -33.3% | +20.8% | -7.1% |
| 6M | -26.8% | +57.4% | -84.2% | -37.6% |
| YTD | -35.3% | +102.2% | -137.4% | -48.5% |
| 1Y | -19.3% | +99.6% | -118.9% | -36.5% |
| All | +19.2% | +16.2% | +3.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling