-10.5%
ISRG vs STZ
+14.7%
-25.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.3% | +4.1% | +8.5% |
| 7D | +8.5% | +13.0% | -4.4% | +6.6% |
| 30D | +18.6% | +29.4% | -10.8% | +14.6% |
| 3M | +30.9% | +11.6% | +19.3% | +28.6% |
| 6M | +6.6% | -0.2% | +6.8% | +4.9% |
| YTD | -14.9% | +8.6% | -23.4% | -15.3% |
| 1Y | -10.5% | +15.9% | -26.5% | -10.8% |
| All | -10.5% | +14.7% | -25.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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