+23.9%
ISRG vs TMUS
+38.7%
-14.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.6% |
| 7D | +4.8% | +3.6% | +1.3% | +3.9% |
| 30D | +9.2% | -3.4% | +12.6% | +9.5% |
| 3M | +21.2% | -9.5% | +30.6% | +23.6% |
| 6M | +0.2% | -15.2% | +15.4% | +3.8% |
| YTD | -20.1% | -18.9% | -1.1% | -16.8% |
| 1Y | -17.3% | -17.7% | +0.4% | -14.6% |
| 3Y | +63.3% | +15.6% | +47.7% | +35.2% |
| All | +23.9% | +38.7% | -14.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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