+25.5%
ISRG vs TAP
+0.6%
+24.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | +5.6% | +5.7% | -0.2% | +4.5% |
| 3M | +10.5% | -1.9% | +12.5% | +10.8% |
| 6M | +2.6% | +0.9% | +1.7% | +2.3% |
| YTD | -21.7% | -9.5% | -12.2% | -21.1% |
| 1Y | -21.6% | -9.0% | -12.6% | -21.1% |
| 3Y | +57.0% | -22.2% | +79.3% | +61.2% |
| All | +25.5% | +0.6% | +24.8% | +18.0% |
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