+404.3%
META vs ISRG
+501.0%
-96.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.6% |
| 7D | -0.8% | +4.8% | -5.6% | -3.5% |
| 30D | -15.4% | +9.2% | -24.6% | -19.8% |
| 3M | +3.5% | +21.2% | -17.6% | -7.8% |
| 6M | -0.3% | +0.2% | -0.5% | -3.2% |
| YTD | -7.3% | -20.1% | +12.7% | +1.7% |
| 1Y | -1.1% | -17.3% | +16.3% | +6.3% |
| 3Y | +95.1% | +63.3% | +31.7% | +37.4% |
| 5Y | +80.6% | +24.1% | +56.5% | +42.5% |
| All | +404.3% | +501.0% | -96.7% | +91.5% |
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