+7.7%
ISRG vs SYK
+5.5%
+2.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.4% | +0.7% |
| 7D | +0.7% | -9.1% | +9.8% | +8.9% |
| 30D | -8.0% | -20.6% | +12.6% | +11.8% |
| 3M | -10.6% | -9.6% | -1.0% | -3.5% |
| 6M | -25.1% | -19.9% | -5.2% | -10.4% |
| YTD | -34.8% | -21.2% | -13.6% | -21.4% |
| 1Y | -19.0% | -28.4% | +9.4% | +6.6% |
| 3Y | +22.1% | -5.3% | +27.4% | +23.0% |
| All | +7.7% | +5.5% | +2.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling