+374.7%
ISRG vs WY
+7.2%
+367.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.2% |
| 7D | -2.5% | -3.7% | +1.1% | -1.0% |
| 30D | -10.2% | -11.3% | +1.1% | -5.5% |
| 3M | -12.5% | -8.1% | -4.4% | -9.8% |
| 6M | -25.8% | -7.4% | -18.4% | -24.1% |
| YTD | -36.4% | -4.7% | -31.7% | -36.1% |
| 1Y | -19.9% | -9.2% | -10.7% | -18.1% |
| 3Y | +20.9% | -24.7% | +45.6% | +31.4% |
| 5Y | +5.7% | -21.6% | +27.2% | +12.3% |
| All | +374.7% | +7.2% | +367.5% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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