+444.1%
META vs ISRG
+538.4%
-94.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.2% |
| 7D | +3.3% | +2.1% | +1.2% | +1.8% |
| 30D | -10.8% | +6.2% | -16.9% | -14.1% |
| 3M | +7.9% | +14.4% | -6.5% | -0.8% |
| 6M | +5.4% | 0.0% | +5.4% | +2.5% |
| YTD | -2.6% | -20.5% | +18.0% | +7.3% |
| 1Y | +1.9% | -21.9% | +23.8% | +13.1% |
| 3Y | +97.0% | +62.2% | +34.8% | +39.2% |
| 5Y | +97.6% | +25.2% | +72.4% | +55.2% |
| All | +444.1% | +538.4% | -94.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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