-10.5%
ISRG vs STT
+53.6%
-64.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.8% |
| 7D | +8.5% | -0.1% | +8.6% | +8.6% |
| 30D | +18.6% | -1.7% | +20.3% | +19.1% |
| 3M | +30.9% | -6.4% | +37.3% | +32.9% |
| 6M | +6.6% | +17.7% | -11.1% | +0.5% |
| YTD | -14.9% | +36.9% | -51.8% | -25.5% |
| 1Y | -10.5% | +52.0% | -62.6% | -26.6% |
| All | -10.5% | +53.6% | -64.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling