-19.3%
ISRG vs U
+6.4%
-25.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | -2.3% | +17.5% | -19.7% | -3.9% |
| 3M | -12.4% | +38.7% | -51.2% | -15.6% |
| 6M | -26.8% | +104.4% | -131.2% | -31.7% |
| YTD | -35.3% | -5.7% | -29.6% | -35.5% |
| 1Y | -19.3% | +3.7% | -23.0% | -21.0% |
| All | -19.3% | +6.4% | -25.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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