+28.4%
ISRG vs SUI
-25.7%
+54.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +4.4% | +8.8% | -4.4% | +0.5% |
| 30D | +15.8% | +8.9% | +6.8% | +11.3% |
| 3M | +24.9% | +2.0% | +22.8% | +23.4% |
| 6M | +3.8% | -0.6% | +4.4% | +3.6% |
| YTD | -17.3% | +1.3% | -18.6% | -18.5% |
| 1Y | -14.6% | +1.3% | -15.9% | -15.8% |
| 3Y | +68.2% | +16.3% | +51.9% | +48.1% |
| 5Y | +28.4% | -25.1% | +53.4% | +56.1% |
| All | +28.4% | -25.7% | +54.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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