+378.3%
ISRG vs STZ
-9.3%
+387.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -2.3% | -1.9% | -0.4% | -1.7% |
| 3M | -12.4% | -6.2% | -6.2% | -10.5% |
| 6M | -26.8% | -14.0% | -12.8% | -22.9% |
| YTD | -35.3% | -5.1% | -30.1% | -35.2% |
| 1Y | -19.3% | -9.6% | -9.8% | -17.9% |
| 3Y | +18.1% | -47.2% | +65.4% | +48.1% |
| 5Y | +2.6% | -33.6% | +36.2% | +14.5% |
| All | +378.3% | -9.3% | +387.6% | +346.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling