+526.8%
ISRG vs Z
+25.1%
+501.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | -2.3% | -4.2% | +1.9% | -1.6% |
| 3M | -12.4% | -3.7% | -8.7% | -12.1% |
| 6M | -26.8% | -24.5% | -2.3% | -22.9% |
| YTD | -35.3% | -49.3% | +14.0% | -26.0% |
| 1Y | -19.3% | -58.7% | +39.4% | -4.0% |
| 3Y | +18.1% | -34.1% | +52.3% | +22.2% |
| 5Y | +2.6% | -64.5% | +67.2% | +12.8% |
| 10Y | +379.4% | -0.5% | +379.9% | +292.7% |
| All | +526.8% | +25.1% | +501.7% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling