+24.4%
ISRG vs SYF
+59.1%
-34.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -3.3% | -2.9% | -5.0% |
| 30D | +4.2% | -2.2% | +6.4% | +5.0% |
| 3M | +9.6% | -9.3% | +19.0% | +13.2% |
| 6M | +1.9% | +2.1% | -0.2% | +0.7% |
| YTD | -22.3% | -12.6% | -9.7% | -19.4% |
| 1Y | -23.2% | -3.4% | -19.7% | -23.0% |
| 3Y | +58.5% | +156.5% | -98.0% | +6.9% |
| All | +24.4% | +59.1% | -34.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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