+103.0%
ISRG vs U
-29.6%
+132.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | 0.0% |
| 7D | -2.0% | +2.6% | -4.6% | -2.4% |
| 30D | +5.6% | +27.6% | -22.0% | +1.3% |
| 3M | +10.5% | +15.3% | -4.8% | +7.4% |
| 6M | +2.6% | +96.4% | -93.8% | -8.9% |
| YTD | -21.7% | +19.6% | -41.2% | -26.4% |
| 1Y | -21.6% | +42.1% | -63.7% | -28.5% |
| 3Y | +57.0% | +87.5% | -30.5% | +28.0% |
| 5Y | +25.0% | -73.1% | +98.1% | +22.2% |
| All | +103.0% | -29.6% | +132.6% | +71.6% |
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