+536.3%
ISRG vs W
+268.4%
+267.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.0% |
| 7D | +5.4% | +3.3% | +2.1% | +4.9% |
| 30D | +8.6% | +10.5% | -1.9% | +6.8% |
| 3M | +21.6% | +9.6% | +11.9% | +19.5% |
| 6M | +2.3% | +76.4% | -74.0% | -8.3% |
| YTD | -18.7% | +16.4% | -35.1% | -22.9% |
| 1Y | -17.8% | +9.3% | -27.1% | -21.4% |
| 3Y | +69.1% | +172.8% | -103.7% | +28.8% |
| 5Y | +26.5% | -53.4% | +79.8% | +13.1% |
| 10Y | +536.3% | +243.6% | +292.6% | +278.4% |
| All | +536.3% | +268.4% | +267.8% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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