+500.7%
ISRG vs TER
+897.7%
-397.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -5.9% | -4.0% |
| 7D | +4.8% | -20.5% | +25.3% | +10.7% |
| 30D | +9.2% | -47.0% | +56.2% | +27.9% |
| 3M | +21.2% | -43.3% | +64.4% | +37.0% |
| 6M | +0.2% | -42.9% | +43.1% | +7.3% |
| YTD | -20.1% | +12.9% | -32.9% | -35.4% |
| 1Y | -17.3% | +18.2% | -35.5% | -34.7% |
| 3Y | +63.3% | +151.8% | -88.5% | -13.5% |
| 5Y | +24.1% | +54.2% | -30.1% | -23.0% |
| All | +500.7% | +897.7% | -397.1% | +72.5% |
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