+25.2%
ISRG vs WY
-32.7%
+57.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.3% |
| 7D | +2.1% | +0.2% | +1.9% | +2.2% |
| 30D | +6.2% | +8.0% | -1.9% | +2.7% |
| 3M | +14.4% | -17.7% | +32.1% | +23.8% |
| 6M | 0.0% | -10.8% | +10.8% | +3.8% |
| YTD | -20.5% | -10.6% | -9.9% | -18.5% |
| 1Y | -21.9% | -5.7% | -16.2% | -22.2% |
| 3Y | +62.2% | -24.8% | +87.0% | +74.4% |
| 5Y | +25.2% | -31.7% | +56.9% | +41.2% |
| All | +25.2% | -32.7% | +57.9% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling