+17,320.1%
ISRG vs SYK
+1,580.2%
+15,739.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -5.0% | -11.8% | +6.8% | +2.5% |
| 30D | -10.2% | -20.4% | +10.2% | +3.1% |
| 3M | -17.2% | -12.1% | -5.1% | -10.6% |
| 6M | -28.4% | -24.3% | -4.1% | -15.5% |
| YTD | -37.6% | -21.2% | -16.4% | -28.3% |
| 1Y | -24.4% | -29.2% | +4.7% | -7.3% |
| 3Y | +18.4% | -2.1% | +20.5% | +19.8% |
| 5Y | -1.0% | +4.7% | -5.7% | -2.7% |
| 10Y | +370.1% | +178.2% | +191.9% | +172.5% |
| All | +17,320.1% | +1,580.2% | +15,739.9% | +6,865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling