+22,229.9%
ISRG vs STZ
+2,383.0%
+19,846.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +4.8% | +4.9% | -0.1% | +3.3% |
| 30D | +9.2% | +20.9% | -11.6% | +2.5% |
| 3M | +21.2% | +8.0% | +13.2% | +17.8% |
| 6M | +0.2% | -5.3% | +5.5% | +1.7% |
| YTD | -20.1% | +5.9% | -26.0% | -22.7% |
| 1Y | -17.3% | +14.2% | -31.6% | -22.3% |
| 3Y | +63.3% | -37.0% | +100.3% | +83.6% |
| 5Y | +24.1% | -29.7% | +53.8% | +34.0% |
| 10Y | +507.0% | +5.2% | +501.8% | +456.9% |
| All | +22,229.9% | +2,383.0% | +19,846.9% | +8,250.7% |
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