-17.3%
ISRG vs USB
+31.9%
-49.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +9.2% | +5.8% | +3.4% | +6.8% |
| 3M | +21.2% | -6.0% | +27.1% | +24.6% |
| 6M | +0.2% | +7.8% | -7.5% | -2.4% |
| YTD | -20.1% | +14.6% | -34.6% | -25.0% |
| 1Y | -17.3% | +31.8% | -49.1% | -28.2% |
| All | -17.3% | +31.9% | -49.3% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling