+23,674.8%
ISRG vs USB
+554.8%
+23,120.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +8.7% |
| 7D | +8.5% | +2.4% | +6.1% | +7.7% |
| 30D | +18.6% | +6.6% | +12.0% | +16.1% |
| 3M | +30.9% | -4.1% | +35.0% | +32.7% |
| 6M | +6.6% | +12.5% | -5.9% | +2.3% |
| YTD | -14.9% | +17.6% | -32.5% | -19.7% |
| 1Y | -10.5% | +36.5% | -47.0% | -19.8% |
| 3Y | +73.1% | +95.4% | -22.3% | +35.0% |
| 5Y | +32.7% | +26.1% | +6.6% | +17.1% |
| 10Y | +546.2% | +101.3% | +445.0% | +363.2% |
| All | +23,674.8% | +554.8% | +23,120.0% | +11,772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling