+17,983.8%
ISRG vs TRMB
+651.7%
+17,332.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | -2.3% | +1.5% | -3.8% | -2.8% |
| 3M | -12.4% | +6.8% | -19.2% | -14.2% |
| 6M | -26.8% | -14.9% | -11.9% | -23.7% |
| YTD | -35.3% | -24.1% | -11.2% | -30.3% |
| 1Y | -19.3% | -25.4% | +6.1% | -12.9% |
| 3Y | +18.1% | +8.0% | +10.1% | +13.2% |
| 5Y | +2.6% | -37.3% | +40.0% | +13.6% |
| 10Y | +379.4% | +116.8% | +262.6% | +281.3% |
| All | +17,983.8% | +651.7% | +17,332.1% | +9,817.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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