+28.1%
ISRG vs U
-72.4%
+100.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -6.8% | +16.9% | -23.7% | -9.4% |
| 30D | +5.1% | +6.4% | -1.2% | +3.6% |
| 3M | +12.0% | +13.2% | -1.1% | +9.0% |
| 6M | +7.0% | +84.8% | -77.8% | -4.6% |
| YTD | -20.6% | +12.4% | -33.0% | -24.9% |
| 1Y | -21.4% | +19.8% | -41.2% | -26.7% |
| 3Y | +62.0% | +83.8% | -21.8% | +30.4% |
| 5Y | +28.1% | -72.7% | +100.9% | +37.6% |
| All | +28.1% | -72.4% | +100.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling