+1,497.9%
META vs ISRG
+712.2%
+785.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -2.7% |
| 7D | -3.1% | +4.4% | -7.5% | -5.1% |
| 30D | -18.1% | +15.8% | -33.9% | -23.6% |
| 3M | +2.9% | +24.9% | -22.0% | -7.5% |
| 6M | +0.2% | +3.8% | -3.6% | -3.5% |
| YTD | -8.1% | -17.3% | +9.2% | -2.3% |
| 1Y | -4.5% | -14.6% | +10.1% | -0.1% |
| 3Y | +94.2% | +68.2% | +26.0% | +47.6% |
| 5Y | +79.1% | +28.4% | +50.7% | +48.1% |
| 10Y | +405.9% | +528.0% | -122.1% | +165.7% |
| All | +1,497.9% | +712.2% | +785.7% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling