+374.7%
ISRG vs TGT
+207.2%
+167.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.3% |
| 7D | -2.5% | -5.0% | +2.5% | -1.3% |
| 30D | -10.2% | +3.0% | -13.2% | -10.9% |
| 3M | -12.5% | +22.6% | -35.1% | -16.9% |
| 6M | -25.8% | +31.2% | -57.0% | -30.9% |
| YTD | -36.4% | +63.7% | -100.1% | -44.0% |
| 1Y | -19.9% | +78.5% | -98.4% | -31.2% |
| 3Y | +20.9% | +40.5% | -19.7% | +5.1% |
| 5Y | +5.7% | -25.6% | +31.2% | +7.1% |
| All | +374.7% | +207.2% | +167.6% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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