+57.0%
ISRG vs W
+161.9%
-104.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +5.6% | +6.8% | -1.3% | +4.6% |
| 3M | +10.5% | +10.7% | -0.1% | +8.8% |
| 6M | +2.6% | +86.3% | -83.7% | -7.6% |
| YTD | -21.7% | +11.5% | -33.1% | -24.8% |
| 1Y | -21.6% | +5.1% | -26.7% | -24.2% |
| 3Y | +57.0% | +171.0% | -114.0% | +28.6% |
| All | +57.0% | +161.9% | -104.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling