-3.0%
ISRG vs TGT
-21.7%
+18.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.5% | -4.2% |
| 7D | -5.2% | -0.6% | -4.5% | -5.0% |
| 30D | -7.6% | +9.5% | -17.1% | -9.8% |
| 3M | -16.4% | +32.3% | -48.6% | -22.2% |
| 6M | -28.6% | +37.0% | -65.6% | -34.3% |
| YTD | -38.2% | +71.0% | -109.2% | -46.4% |
| 1Y | -25.5% | +85.0% | -110.5% | -37.0% |
| 3Y | +17.4% | +46.8% | -29.4% | -1.2% |
| 5Y | -3.0% | -22.7% | +19.8% | +2.3% |
| All | -3.0% | -21.7% | +18.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling