+81.9%
META vs ISRG
+23.7%
+58.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.6% |
| 7D | -0.8% | +4.8% | -5.6% | -3.6% |
| 30D | -15.4% | +9.2% | -24.6% | -19.9% |
| 3M | +3.5% | +21.2% | -17.6% | -8.1% |
| 6M | -0.3% | +0.2% | -0.5% | -3.0% |
| YTD | -7.3% | -20.1% | +12.7% | +2.8% |
| 1Y | -1.1% | -17.3% | +16.3% | +7.3% |
| 3Y | +95.1% | +63.3% | +31.7% | +29.4% |
| All | +81.9% | +23.7% | +58.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling