-17.3%
ISRG vs STZ
+13.3%
-30.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | +4.8% | +4.9% | -0.1% | +4.1% |
| 30D | +9.2% | +20.9% | -11.6% | +6.6% |
| 3M | +21.2% | +8.0% | +13.2% | +19.7% |
| 6M | +0.2% | -5.3% | +5.5% | -1.3% |
| YTD | -20.1% | +5.9% | -26.0% | -20.0% |
| 1Y | -17.3% | +14.2% | -31.6% | -17.0% |
| All | -17.3% | +13.3% | -30.6% | -17.0% |
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