+462.9%
META vs ISRG
+542.9%
-79.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +5.2% | -2.0% | +7.2% | +6.3% |
| 30D | -13.0% | +5.6% | -18.6% | -16.0% |
| 3M | +7.9% | +10.5% | -2.6% | +1.1% |
| 6M | +4.2% | +2.6% | +1.6% | 0.0% |
| YTD | -2.5% | -21.7% | +19.1% | +8.2% |
| 1Y | +5.6% | -21.6% | +27.1% | +16.9% |
| 3Y | +96.8% | +57.0% | +39.8% | +41.6% |
| 5Y | +90.0% | +25.0% | +65.1% | +49.4% |
| All | +462.9% | +542.9% | -79.9% | +111.7% |
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