+539.2%
ISRG vs TER
+998.2%
-459.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.3% |
| 7D | -2.0% | +14.4% | -16.4% | -5.8% |
| 30D | +5.6% | -30.6% | +36.1% | +14.6% |
| 3M | +10.5% | -39.2% | +49.7% | +22.6% |
| 6M | +2.6% | -31.3% | +33.9% | +4.1% |
| YTD | -21.7% | +29.1% | -50.8% | -39.1% |
| 1Y | -21.6% | +47.4% | -69.0% | -42.2% |
| 3Y | +57.0% | +191.2% | -134.2% | -20.4% |
| 5Y | +25.0% | +74.0% | -49.0% | -25.0% |
| All | +539.2% | +998.2% | -459.0% | +77.9% |
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