+28.1%
ISRG vs STM
-4.7%
+32.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.0% |
| 7D | -6.8% | +1.4% | -8.2% | -7.3% |
| 30D | +5.1% | -8.4% | +13.5% | +6.6% |
| 3M | +12.0% | -15.8% | +27.8% | +15.4% |
| 6M | +7.0% | -22.8% | +29.8% | +8.3% |
| YTD | -20.6% | +79.4% | -100.0% | -40.5% |
| 1Y | -21.4% | +97.0% | -118.4% | -43.1% |
| 3Y | +62.0% | +14.2% | +47.8% | +32.8% |
| 5Y | +28.1% | -4.5% | +32.6% | +6.3% |
| All | +28.1% | -4.7% | +32.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling