-1.0%
ISRG vs ZBRA
-40.4%
+39.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.5% |
| 30D | -10.2% | -8.8% | -1.4% | -7.7% |
| 3M | -17.2% | +47.2% | -64.4% | -28.4% |
| 6M | -28.4% | +61.3% | -89.7% | -40.6% |
| YTD | -37.6% | +42.0% | -79.6% | -46.4% |
| 1Y | -24.4% | +10.5% | -34.9% | -29.3% |
| 3Y | +18.4% | +34.5% | -16.1% | -2.4% |
| 5Y | -1.0% | -40.3% | +39.3% | +20.3% |
| All | -1.0% | -40.4% | +39.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling