+2.0%
ISRG vs TPR
+239.8%
-237.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | -2.3% | -23.0% | +20.7% | +4.5% |
| 3M | -12.4% | -12.5% | 0.0% | -9.7% |
| 6M | -26.8% | -21.4% | -5.4% | -22.7% |
| YTD | -35.3% | -3.5% | -31.7% | -35.7% |
| 1Y | -19.3% | +17.4% | -36.7% | -24.9% |
| 3Y | +18.1% | +291.3% | -273.1% | -27.3% |
| All | +2.0% | +239.8% | -237.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling