+23.9%
ISRG vs STM
-15.6%
+39.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.4% |
| 7D | +4.8% | -10.7% | +15.6% | +7.3% |
| 30D | +9.2% | -25.7% | +35.0% | +16.6% |
| 3M | +21.2% | -21.6% | +42.7% | +26.8% |
| 6M | +0.2% | -27.8% | +28.0% | +2.6% |
| YTD | -20.1% | +61.8% | -81.8% | -38.5% |
| 1Y | -17.3% | +78.1% | -95.4% | -38.6% |
| 3Y | +63.3% | +4.9% | +58.4% | +36.1% |
| All | +23.9% | -15.6% | +39.5% | +5.9% |
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