+59.1%
ISRG vs Z
-19.0%
+78.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -6.8% | -13.1% | +6.3% | -4.1% |
| 30D | +5.1% | +5.9% | -0.7% | +3.8% |
| 3M | +12.0% | -13.7% | +25.7% | +14.8% |
| 6M | +7.0% | -27.1% | +34.1% | +12.8% |
| YTD | -20.6% | -56.8% | +36.2% | -8.3% |
| 1Y | -21.4% | -60.2% | +38.8% | -8.0% |
| All | +59.1% | -19.0% | +78.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling