+23.9%
ISRG vs TER
+53.6%
-29.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -5.9% | -3.8% |
| 7D | +4.8% | -20.5% | +25.3% | +8.9% |
| 30D | +9.2% | -47.0% | +56.2% | +22.3% |
| 3M | +21.2% | -43.3% | +64.4% | +32.3% |
| 6M | +0.2% | -42.9% | +43.1% | +4.9% |
| YTD | -20.1% | +12.9% | -32.9% | -34.3% |
| 1Y | -17.3% | +18.2% | -35.5% | -33.3% |
| 3Y | +63.3% | +151.8% | -88.5% | -11.5% |
| All | +23.9% | +53.6% | -29.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling