+23.9%
ISRG vs W
-54.3%
+78.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.4% | -1.7% |
| 7D | -6.1% | -1.7% | -4.4% | -5.9% |
| 30D | +4.2% | +3.2% | +1.0% | +3.7% |
| 3M | +9.6% | +8.3% | +1.3% | +8.0% |
| 6M | +1.9% | +84.3% | -82.4% | -9.3% |
| YTD | -22.3% | +11.0% | -33.4% | -25.7% |
| 1Y | -23.2% | -0.2% | -22.9% | -25.4% |
| 3Y | +58.5% | +157.9% | -99.4% | +21.3% |
| 5Y | +23.9% | -56.8% | +80.7% | +8.8% |
| All | +23.9% | -54.3% | +78.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling