+386.2%
ISRG vs TMO
+338.2%
+47.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | +0.7% | -0.6% | +1.3% | +1.1% |
| 30D | -8.0% | +1.1% | -9.1% | -8.8% |
| 3M | -10.6% | +28.3% | -38.9% | -23.7% |
| 6M | -25.1% | +23.3% | -48.4% | -35.0% |
| YTD | -34.8% | +5.5% | -40.3% | -38.0% |
| 1Y | -19.0% | +24.5% | -43.6% | -31.0% |
| 3Y | +22.1% | +19.6% | +2.5% | +2.5% |
| 5Y | +8.2% | +8.1% | +0.1% | -4.2% |
| All | +386.2% | +338.2% | +47.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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