+15,805.1%
ISRG vs TPR
+7,380.8%
+8,424.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -12.4% | -12.5% | 0.0% | -9.4% |
| 6M | -26.8% | -21.4% | -5.4% | -22.3% |
| YTD | -35.3% | -3.5% | -31.7% | -35.7% |
| 1Y | -19.3% | +17.4% | -36.7% | -25.1% |
| 3Y | +18.1% | +291.3% | -273.1% | -27.5% |
| 5Y | +2.6% | +241.9% | -239.3% | -36.6% |
| 10Y | +379.4% | +322.7% | +56.8% | +137.3% |
| All | +15,805.1% | +7,380.8% | +8,424.3% | +2,202.1% |
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