+23.4%
ISRG vs STZ
-47.2%
+70.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | -2.3% | -1.9% | -0.4% | -2.0% |
| 3M | -12.4% | -6.2% | -6.2% | -11.6% |
| 6M | -26.8% | -14.0% | -12.8% | -25.3% |
| YTD | -35.3% | -5.1% | -30.1% | -35.4% |
| 1Y | -19.3% | -9.6% | -9.8% | -18.8% |
| All | +23.4% | -47.2% | +70.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling