+356.0%
ISRG vs Z
-7.0%
+362.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.9% | -3.0% |
| 7D | -5.2% | -3.3% | -1.9% | -4.5% |
| 30D | -7.6% | -3.7% | -3.8% | -6.9% |
| 3M | -16.4% | -7.0% | -9.4% | -15.3% |
| 6M | -28.6% | -29.5% | +1.0% | -23.3% |
| YTD | -38.2% | -52.6% | +14.4% | -27.8% |
| 1Y | -25.5% | -64.0% | +38.5% | -7.8% |
| 3Y | +17.4% | -36.4% | +53.9% | +22.5% |
| 5Y | -3.0% | -65.8% | +62.8% | +8.0% |
| 10Y | +356.0% | -5.8% | +361.8% | +272.6% |
| All | +356.0% | -7.0% | +362.9% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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