+2.7%
META vs ISRG
-23.4%
+26.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +3.1% | -6.1% | +9.2% | +4.5% |
| 30D | -18.2% | +4.2% | -22.4% | -19.1% |
| 3M | +7.8% | +9.6% | -1.8% | +5.0% |
| 6M | +3.6% | +1.9% | +1.7% | +2.4% |
| YTD | -5.3% | -22.3% | +17.0% | +2.3% |
| 1Y | +2.7% | -23.2% | +25.9% | +11.7% |
| All | +2.7% | -23.4% | +26.1% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling