+23,005.1%
ISRG vs TER
+164.4%
+22,840.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.2% | +12.4% | +0.9% |
| 7D | +4.4% | -28.2% | +32.6% | +12.5% |
| 30D | +15.8% | -50.6% | +66.3% | +35.7% |
| 3M | +24.9% | -45.3% | +70.2% | +41.0% |
| 6M | +3.8% | -40.4% | +44.2% | +9.8% |
| YTD | -17.3% | +10.0% | -27.3% | -27.7% |
| 1Y | -14.6% | +13.6% | -28.2% | -26.3% |
| 3Y | +68.2% | +145.2% | -77.0% | +11.1% |
| 5Y | +28.4% | +50.4% | -22.0% | -5.4% |
| 10Y | +528.0% | +882.9% | -354.9% | +180.4% |
| All | +23,005.1% | +164.4% | +22,840.6% | +8,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling