+21,775.7%
ISRG vs TMO
+4,496.5%
+17,279.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.5% |
| 30D | +5.6% | +4.0% | +1.5% | +3.1% |
| 3M | +10.5% | +17.6% | -7.1% | +0.8% |
| 6M | +2.6% | +57.3% | -54.6% | -20.6% |
| YTD | -21.7% | +21.2% | -42.9% | -30.8% |
| 1Y | -21.6% | +21.1% | -42.7% | -30.7% |
| 3Y | +57.0% | +58.8% | -1.8% | +15.5% |
| 5Y | +25.0% | +11.8% | +13.2% | +11.2% |
| 10Y | +542.1% | +376.2% | +165.8% | +161.5% |
| All | +21,775.7% | +4,496.5% | +17,279.2% | +3,568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling