+17,983.8%
ISRG vs STM
+38.9%
+17,944.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | -1.6% | +5.8% | -7.4% | -3.2% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | -12.4% | -33.3% | +20.8% | -4.0% |
| 6M | -26.8% | +57.4% | -84.2% | -39.6% |
| YTD | -35.3% | +102.2% | -137.4% | -50.9% |
| 1Y | -19.3% | +99.6% | -118.9% | -39.3% |
| 3Y | +18.1% | +14.5% | +3.6% | +0.8% |
| 5Y | +2.6% | +21.4% | -18.7% | -16.0% |
| 10Y | +379.4% | +695.0% | -315.5% | +111.2% |
| All | +17,983.8% | +38.9% | +17,944.9% | +8,125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling