+62.8%
META vs ISRG
+2.5%
+60.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.6% |
| 30D | +4.8% | -2.3% | +7.0% | +5.8% |
| 3M | -1.6% | -12.4% | +10.8% | +4.1% |
| 6M | -7.5% | -26.8% | +19.4% | +8.3% |
| YTD | -6.4% | -35.3% | +28.9% | +17.5% |
| 1Y | -17.3% | -19.3% | +2.0% | -10.7% |
| 3Y | +109.9% | +18.1% | +91.8% | +71.0% |
| All | +62.8% | +2.5% | +60.3% | +25.7% |
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 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