+500.7%
ISRG vs TPR
+383.4%
+117.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | +4.8% | +14.2% | -9.4% | +1.0% |
| 30D | +9.2% | +17.1% | -7.9% | +4.4% |
| 3M | +21.2% | -17.7% | +38.9% | +26.7% |
| 6M | +0.2% | -10.2% | +10.4% | +2.0% |
| YTD | -20.1% | +4.9% | -25.0% | -22.5% |
| 1Y | -17.3% | +36.1% | -53.5% | -25.6% |
| 3Y | +63.3% | +416.5% | -353.1% | -2.9% |
| 5Y | +24.1% | +254.8% | -230.7% | -20.5% |
| All | +500.7% | +383.4% | +117.3% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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