-20.1%
ISRG vs TER
+30.8%
-50.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.0% | +2.0% |
| 7D | +5.4% | -5.8% | +11.2% | +5.2% |
| 30D | +8.6% | -38.9% | +47.5% | +7.6% |
| 3M | +21.6% | -35.1% | +56.7% | +20.4% |
| 6M | +2.3% | -31.6% | +33.9% | -0.4% |
| YTD | -18.7% | +27.2% | -45.9% | -26.9% |
| All | -20.1% | +30.8% | -50.9% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling