-20.1%
ISRG vs TPR
+31.4%
-51.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.2% |
| 7D | +5.4% | +12.7% | -7.3% | +2.7% |
| 30D | +8.6% | +17.1% | -8.4% | +4.9% |
| 3M | +21.6% | -15.9% | +37.5% | +25.9% |
| 6M | +2.3% | +2.6% | -0.3% | +1.1% |
| YTD | -18.7% | +7.5% | -26.2% | -20.6% |
| All | -20.1% | +31.4% | -51.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling