+24.3%
ISRG vs USAR
-20.3%
+44.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -2.2% |
| 7D | -6.1% | +8.8% | -14.9% | -6.0% |
| 30D | +4.2% | -28.5% | +32.7% | +3.9% |
| 3M | +9.6% | -56.2% | +65.8% | +8.6% |
| 6M | +1.9% | -68.4% | +70.3% | +0.6% |
| YTD | -22.3% | -32.2% | +9.9% | -22.0% |
| 1Y | -23.2% | -52.3% | +29.1% | -23.2% |
| 3Y | +58.5% | -21.2% | +79.7% | +69.4% |
| All | +24.3% | -20.3% | +44.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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