+790.7%
ISRG vs SYF
+306.8%
+483.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | +4.8% | -2.1% | +6.9% | +5.5% |
| 30D | +9.2% | +2.5% | +6.7% | +8.3% |
| 3M | +21.2% | -6.3% | +27.4% | +23.4% |
| 6M | +0.2% | -1.5% | +1.7% | +0.3% |
| YTD | -20.1% | -10.5% | -9.5% | -17.8% |
| 1Y | -17.3% | +1.5% | -18.9% | -18.4% |
| 3Y | +63.3% | +163.3% | -100.0% | +14.8% |
| 5Y | +24.1% | +66.8% | -42.7% | -2.0% |
| 10Y | +507.0% | +228.5% | +278.5% | +247.4% |
| All | +790.7% | +306.8% | +483.9% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling