+376.2%
ISRG vs USB
+107.5%
+268.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -2.3% | -1.3% | -1.0% | -1.8% |
| 3M | -12.4% | +15.2% | -27.7% | -17.0% |
| 6M | -26.8% | +18.8% | -45.7% | -31.5% |
| YTD | -35.3% | +21.0% | -56.3% | -40.0% |
| 1Y | -19.3% | +34.0% | -53.3% | -28.1% |
| 3Y | +18.1% | +95.3% | -77.2% | -11.0% |
| 5Y | +2.6% | +40.4% | -37.7% | -13.7% |
| All | +376.2% | +107.5% | +268.6% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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