+105.9%
ISRG vs U
-32.9%
+138.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | +2.1% | +24.4% | -22.2% | -1.5% |
| 30D | +6.2% | +7.4% | -1.2% | +4.5% |
| 3M | +14.4% | +16.8% | -2.4% | +10.9% |
| 6M | 0.0% | +78.8% | -78.8% | -9.8% |
| YTD | -20.5% | +14.0% | -34.5% | -24.8% |
| 1Y | -21.9% | +16.7% | -38.6% | -26.5% |
| 3Y | +62.2% | +86.4% | -24.2% | +32.2% |
| 5Y | +25.2% | -71.5% | +96.7% | +21.9% |
| All | +105.9% | -32.9% | +138.8% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling