-33.6%
ISRG vs ZYBT
-58.4%
+24.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -5.0% | -3.7% | -1.3% | -5.0% |
| 30D | -10.2% | -12.8% | +2.6% | -10.2% |
| 3M | -17.2% | +76.2% | -93.4% | -19.3% |
| 6M | -28.4% | +109.3% | -137.8% | -31.0% |
| YTD | -37.6% | +36.5% | -74.2% | -39.3% |
| 1Y | -24.4% | -84.0% | +59.6% | -22.9% |
| All | -33.6% | -58.4% | +24.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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