+767.7%
ISRG vs W
+210.4%
+557.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.1% |
| 7D | +4.8% | -3.6% | +8.4% | +5.4% |
| 30D | +9.2% | +7.0% | +2.3% | +8.1% |
| 3M | +21.2% | +7.4% | +13.8% | +19.6% |
| 6M | +0.2% | +69.3% | -69.1% | -8.8% |
| YTD | -20.1% | +11.3% | -31.3% | -23.3% |
| 1Y | -17.3% | +13.2% | -30.6% | -21.1% |
| 3Y | +63.3% | +142.0% | -78.7% | +30.0% |
| 5Y | +24.1% | -54.6% | +78.7% | +11.7% |
| 10Y | +507.0% | +243.7% | +263.2% | +276.6% |
| All | +767.7% | +210.4% | +557.3% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling