+23,005.1%
ISRG vs STM
+6.4%
+22,998.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.4% | +9.6% | +0.8% |
| 7D | +4.4% | -20.1% | +24.5% | +10.9% |
| 30D | +15.8% | -32.0% | +47.7% | +28.2% |
| 3M | +24.9% | -24.2% | +49.0% | +33.1% |
| 6M | +3.8% | -29.9% | +33.7% | +8.9% |
| YTD | -17.3% | +54.9% | -72.2% | -33.1% |
| 1Y | -14.6% | +68.0% | -82.6% | -32.8% |
| 3Y | +68.2% | -0.1% | +68.4% | +47.0% |
| 5Y | +28.4% | -17.9% | +46.3% | +16.5% |
| 10Y | +528.0% | +392.2% | +135.8% | +214.2% |
| All | +23,005.1% | +6.4% | +22,998.7% | +11,100.8% |
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