+1,527.5%
META vs ISRG
+535.7%
+991.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +6.7% | -1.6% | +8.3% | +7.4% |
| 30D | +4.8% | -2.3% | +7.0% | +5.6% |
| 3M | -1.6% | -12.4% | +10.8% | +3.0% |
| 6M | -7.5% | -26.8% | +19.4% | +4.6% |
| YTD | -6.4% | -35.3% | +28.9% | +11.6% |
| 1Y | -17.3% | -19.3% | +2.0% | -11.7% |
| 3Y | +109.9% | +18.1% | +91.8% | +87.2% |
| 5Y | +65.4% | +2.6% | +62.7% | +51.9% |
| 10Y | +391.8% | +379.4% | +12.4% | +190.6% |
| All | +1,527.5% | +535.7% | +991.8% | +788.3% |
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