+20,221.3%
ISRG vs TPR
+8,117.6%
+12,103.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.9% | -5.0% |
| 7D | +4.4% | +13.9% | -9.5% | +0.2% |
| 30D | +15.8% | +14.9% | +0.8% | +10.6% |
| 3M | +24.9% | -15.4% | +40.3% | +30.1% |
| 6M | +3.8% | -4.5% | +8.3% | +3.8% |
| YTD | -17.3% | +6.0% | -23.3% | -20.4% |
| 1Y | -14.6% | +24.3% | -38.9% | -22.1% |
| 3Y | +68.2% | +412.8% | -344.6% | -5.3% |
| 5Y | +28.4% | +258.4% | -230.1% | -21.9% |
| 10Y | +528.0% | +396.8% | +131.2% | +194.7% |
| All | +20,221.3% | +8,117.6% | +12,103.8% | +2,748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling