+17.4%
ISRG vs TGT
+46.0%
-28.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.5% | -4.4% |
| 7D | -5.2% | -0.6% | -4.5% | -5.1% |
| 30D | -7.6% | +9.5% | -17.1% | -8.9% |
| 3M | -16.4% | +32.3% | -48.6% | -19.7% |
| 6M | -28.6% | +37.0% | -65.6% | -31.8% |
| YTD | -38.2% | +71.0% | -109.2% | -42.8% |
| 1Y | -25.5% | +85.0% | -110.5% | -32.0% |
| 3Y | +17.4% | +46.8% | -29.4% | +4.5% |
| All | +17.4% | +46.0% | -28.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling