+22,068.6%
ISRG vs WY
+180.8%
+21,887.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -6.8% | -5.1% | -1.7% | -4.7% |
| 30D | +5.1% | +9.0% | -3.9% | +1.3% |
| 3M | +12.0% | -16.7% | +28.7% | +20.6% |
| 6M | +7.0% | -10.3% | +17.3% | +10.9% |
| YTD | -20.6% | -10.5% | -10.1% | -18.4% |
| 1Y | -21.4% | -5.9% | -15.6% | -21.1% |
| 3Y | +62.0% | -24.7% | +86.7% | +75.3% |
| 5Y | +28.1% | -31.5% | +59.7% | +44.1% |
| 10Y | +550.7% | +4.7% | +546.0% | +458.4% |
| All | +22,068.6% | +180.8% | +21,887.8% | +12,811.2% |
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 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