+62.2%
ISRG vs SYY
+25.9%
+36.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.1% | +4.7% | -2.6% | +1.4% |
| 30D | +6.2% | -0.7% | +6.8% | +6.0% |
| 3M | +14.4% | -6.8% | +21.2% | +15.3% |
| 6M | 0.0% | +8.6% | -8.6% | -1.2% |
| YTD | -20.5% | +8.4% | -28.9% | -22.0% |
| 1Y | -21.9% | +7.1% | -29.0% | -23.2% |
| 3Y | +62.2% | +25.2% | +37.0% | +47.8% |
| All | +62.2% | +25.9% | +36.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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