+23.9%
ISRG vs STZ
-29.7%
+53.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +4.8% | +4.9% | -0.1% | +3.4% |
| 30D | +9.2% | +20.9% | -11.6% | +3.4% |
| 3M | +21.2% | +8.0% | +13.2% | +18.2% |
| 6M | +0.2% | -5.3% | +5.5% | +1.4% |
| YTD | -20.1% | +5.9% | -26.0% | -22.8% |
| 1Y | -17.3% | +14.2% | -31.6% | -22.5% |
| 3Y | +63.3% | -37.0% | +100.3% | +85.7% |
| All | +23.9% | -29.7% | +53.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling