+107.2%
ISRG vs U
-31.3%
+138.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -4.2% |
| 7D | +4.8% | +36.6% | -31.8% | -0.4% |
| 30D | +9.2% | +13.3% | -4.1% | +6.7% |
| 3M | +21.2% | +26.2% | -5.0% | +16.1% |
| 6M | +0.2% | +88.7% | -88.5% | -10.4% |
| YTD | -20.1% | +16.6% | -36.6% | -24.6% |
| 1Y | -17.3% | +29.0% | -46.3% | -23.5% |
| 3Y | +63.3% | +99.5% | -36.2% | +31.5% |
| 5Y | +24.1% | -66.1% | +90.2% | +18.4% |
| All | +107.2% | -31.3% | +138.6% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling