+17,983.8%
ISRG vs WY
+213.0%
+17,770.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -2.3% | -10.1% | +7.8% | +2.1% |
| 3M | -12.4% | -5.1% | -7.3% | -11.0% |
| 6M | -26.8% | -4.8% | -22.1% | -26.0% |
| YTD | -35.3% | -0.2% | -35.0% | -36.2% |
| 1Y | -19.3% | -6.6% | -12.7% | -18.5% |
| 3Y | +18.1% | -22.7% | +40.9% | +26.8% |
| 5Y | +2.6% | -22.2% | +24.9% | +9.2% |
| 10Y | +379.4% | +7.3% | +372.1% | +307.6% |
| All | +17,983.8% | +213.0% | +17,770.8% | +9,992.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling