+28.4%
ISRG vs USB
+22.2%
+6.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | +4.4% | -1.5% | +5.9% | +5.0% |
| 30D | +15.8% | +4.3% | +11.5% | +14.1% |
| 3M | +24.9% | -6.1% | +30.9% | +27.5% |
| 6M | +3.8% | +9.4% | -5.6% | +0.7% |
| YTD | -17.3% | +15.2% | -32.4% | -21.3% |
| 1Y | -14.6% | +32.8% | -47.3% | -22.6% |
| 3Y | +68.2% | +91.3% | -23.1% | +33.1% |
| 5Y | +28.4% | +22.7% | +5.7% | +21.1% |
| All | +28.4% | +22.2% | +6.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling