-17.3%
ISRG vs Z
-59.5%
+42.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.8% |
| 7D | +4.8% | -4.6% | +9.4% | +5.8% |
| 30D | +9.2% | +8.3% | +0.9% | +7.5% |
| 3M | +21.2% | -11.6% | +32.8% | +23.8% |
| 6M | +0.2% | -33.6% | +33.9% | +6.3% |
| YTD | -20.1% | -56.7% | +36.6% | -12.0% |
| 1Y | -17.3% | -59.1% | +41.8% | -9.6% |
| All | -17.3% | -59.5% | +42.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling