+114.4%
ISRG vs U
-34.9%
+149.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.9% | -17.7% | -5.1% |
| 7D | +4.4% | +24.3% | -19.9% | +0.7% |
| 30D | +15.8% | +8.6% | +7.2% | +13.8% |
| 3M | +24.9% | +37.6% | -12.7% | +17.8% |
| 6M | +3.8% | +78.5% | -74.7% | -6.4% |
| YTD | -17.3% | +10.5% | -27.8% | -21.3% |
| 1Y | -14.6% | +15.2% | -29.8% | -19.5% |
| 3Y | +68.2% | +76.6% | -8.3% | +38.3% |
| 5Y | +28.4% | -67.9% | +96.3% | +23.6% |
| All | +114.4% | -34.9% | +149.3% | +83.6% |
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 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