+17,168.2%
ISRG vs TDY
+4,532.2%
+12,636.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -7.6% | -12.5% | +4.9% | -3.0% |
| 3M | -16.4% | -1.2% | -15.2% | -16.2% |
| 6M | -28.6% | -6.6% | -22.0% | -27.1% |
| YTD | -38.2% | +18.5% | -56.6% | -42.5% |
| 1Y | -25.5% | +10.8% | -36.3% | -29.3% |
| 3Y | +17.4% | +47.5% | -30.1% | -0.1% |
| 5Y | -3.0% | +35.8% | -38.8% | -14.7% |
| 10Y | +356.0% | +459.0% | -103.0% | +147.1% |
| All | +17,168.2% | +4,532.2% | +12,636.0% | +7,384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TDY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling