-1.0%
ISRG vs SU
+360.6%
-361.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -10.2% | +10.7% | -20.9% | -11.7% |
| 3M | -17.2% | +13.5% | -30.7% | -19.2% |
| 6M | -28.4% | +21.8% | -50.2% | -31.5% |
| YTD | -37.6% | +58.8% | -96.5% | -43.5% |
| 1Y | -24.4% | +72.0% | -96.5% | -32.8% |
| 3Y | +18.4% | +121.7% | -103.3% | -1.1% |
| 5Y | -1.0% | +350.4% | -351.4% | -29.0% |
| All | -1.0% | +360.6% | -361.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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