+17,983.8%
ISRG vs STZ
+2,124.1%
+15,859.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | -2.3% | -1.9% | -0.4% | -1.8% |
| 3M | -12.4% | -6.2% | -6.2% | -10.8% |
| 6M | -26.8% | -14.0% | -12.8% | -23.5% |
| YTD | -35.3% | -5.1% | -30.1% | -35.0% |
| 1Y | -19.3% | -9.6% | -9.8% | -18.0% |
| 3Y | +18.1% | -47.2% | +65.4% | +41.2% |
| 5Y | +2.6% | -33.6% | +36.2% | +13.1% |
| 10Y | +379.4% | -9.8% | +389.2% | +362.7% |
| All | +17,983.8% | +2,124.1% | +15,859.8% | +6,924.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling