+23,005.1%
ISRG vs STT
+403.1%
+22,602.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.3% |
| 7D | +4.4% | -4.9% | +9.3% | +6.2% |
| 30D | +15.8% | -6.0% | +21.7% | +18.1% |
| 3M | +24.9% | -11.7% | +36.5% | +29.8% |
| 6M | +3.8% | +11.7% | -7.9% | -0.2% |
| YTD | -17.3% | +30.4% | -47.7% | -24.7% |
| 1Y | -14.6% | +43.9% | -58.5% | -24.7% |
| 3Y | +68.2% | +165.4% | -97.2% | +20.5% |
| 5Y | +28.4% | +101.0% | -72.6% | -1.4% |
| 10Y | +528.0% | +210.7% | +317.3% | +298.9% |
| All | +23,005.1% | +403.1% | +22,602.0% | +12,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling