+28.1%
ISRG vs ZBRA
-44.1%
+72.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | -6.8% | -1.5% | -5.3% | -6.3% |
| 30D | +5.1% | -15.6% | +20.8% | +10.5% |
| 3M | +12.0% | -14.5% | +26.6% | +17.1% |
| 6M | +7.0% | +50.9% | -43.9% | -9.5% |
| YTD | -20.6% | +34.8% | -55.5% | -31.0% |
| 1Y | -21.4% | +28.3% | -49.8% | -30.6% |
| 3Y | +62.0% | +58.8% | +3.2% | +23.4% |
| 5Y | +28.1% | -44.0% | +72.2% | +67.5% |
| All | +28.1% | -44.1% | +72.2% | +67.5% |
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