+23.9%
ISRG vs STT
+100.0%
-76.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +4.8% | -2.5% | +7.3% | +6.0% |
| 30D | +9.2% | -5.0% | +14.2% | +11.6% |
| 3M | +21.2% | -10.5% | +31.6% | +26.8% |
| 6M | +0.2% | +10.0% | -9.8% | -4.5% |
| YTD | -20.1% | +30.7% | -50.7% | -29.9% |
| 1Y | -17.3% | +43.8% | -61.1% | -30.6% |
| 3Y | +63.3% | +168.1% | -104.8% | +1.4% |
| All | +23.9% | +100.0% | -76.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling