+536.3%
ISRG vs TER
+1,026.7%
-490.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.0% | -1.6% |
| 7D | +5.4% | -5.8% | +11.2% | +6.3% |
| 30D | +8.6% | -38.9% | +47.5% | +22.3% |
| 3M | +21.6% | -35.1% | +56.7% | +32.4% |
| 6M | +2.3% | -31.6% | +33.9% | +4.0% |
| YTD | -18.7% | +27.2% | -45.9% | -36.5% |
| 1Y | -17.8% | +35.2% | -53.0% | -37.5% |
| 3Y | +69.1% | +192.8% | -123.7% | -14.5% |
| 5Y | +26.5% | +72.4% | -45.9% | -23.9% |
| 10Y | +536.3% | +1,001.8% | -465.6% | +76.9% |
| All | +536.3% | +1,026.7% | -490.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling