+19.2%
ISRG vs SYK
-4.6%
+23.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.5% |
| 7D | -2.5% | -12.3% | +9.8% | +7.6% |
| 30D | -10.2% | -22.4% | +12.3% | +9.2% |
| 3M | -12.5% | -12.3% | -0.2% | -3.8% |
| 6M | -25.8% | -24.3% | -1.5% | -8.4% |
| YTD | -36.4% | -22.8% | -13.6% | -23.2% |
| 1Y | -19.9% | -28.8% | +8.9% | +3.8% |
| All | +19.2% | -4.6% | +23.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 3y: compounded portfolio wealth divided by compounded SYK 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…
3y analysis · Full analysis span regression · 6 months rolling