+23.9%
ISRG vs TAP
+2.0%
+22.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.5% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +9.2% | +9.1% | +0.1% | +7.6% |
| 3M | +21.2% | -3.8% | +25.0% | +21.8% |
| 6M | +0.2% | -3.4% | +3.7% | +0.6% |
| YTD | -20.1% | -10.6% | -9.4% | -19.2% |
| 1Y | -17.3% | -4.4% | -12.9% | -17.7% |
| 3Y | +63.3% | -24.4% | +87.7% | +68.7% |
| All | +23.9% | +2.0% | +22.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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