+17,168.2%
ISRG vs TMO
+3,855.4%
+13,312.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.8% | -3.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -7.6% | +1.5% | -9.1% | -8.4% |
| 3M | -16.4% | +28.5% | -44.9% | -27.4% |
| 6M | -28.6% | +20.4% | -48.9% | -36.2% |
| YTD | -38.2% | +4.3% | -42.4% | -40.5% |
| 1Y | -25.5% | +24.1% | -49.6% | -35.2% |
| 3Y | +17.4% | +17.5% | -0.1% | +2.2% |
| 5Y | -3.0% | +6.8% | -9.8% | -11.5% |
| 10Y | +356.0% | +311.9% | +44.1% | +101.2% |
| All | +17,168.2% | +3,855.4% | +13,312.7% | +3,051.4% |
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