+539.2%
ISRG vs ZBRA
+382.3%
+156.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +5.6% | -14.0% | +19.6% | +11.0% |
| 3M | +10.5% | -14.7% | +25.2% | +16.3% |
| 6M | +2.6% | +31.3% | -28.7% | -10.0% |
| YTD | -21.7% | +33.4% | -55.1% | -32.7% |
| 1Y | -21.6% | +34.1% | -55.7% | -32.9% |
| 3Y | +57.0% | +59.9% | -2.9% | +18.3% |
| 5Y | +25.0% | -45.3% | +70.2% | +40.6% |
| All | +539.2% | +382.3% | +156.9% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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