+23.9%
ISRG vs Z
-54.7%
+78.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.5% |
| 7D | -6.1% | -4.9% | -1.2% | -4.9% |
| 30D | +4.2% | +3.0% | +1.3% | +3.1% |
| 3M | +9.6% | -13.4% | +23.0% | +12.9% |
| 6M | +1.9% | -27.3% | +29.2% | +9.3% |
| YTD | -22.3% | -57.8% | +35.5% | -4.9% |
| 1Y | -23.2% | -60.0% | +36.9% | -4.9% |
| 3Y | +58.5% | -21.5% | +80.1% | +52.3% |
| 5Y | +23.9% | -55.0% | +78.9% | +26.1% |
| All | +23.9% | -54.7% | +78.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling