+52.3%
MSFT vs ISRG
+62.8%
-10.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.1% |
| 7D | +1.7% | +4.8% | -3.1% | +0.2% |
| 30D | +0.2% | +9.2% | -9.1% | -2.5% |
| 3M | +6.4% | +21.2% | -14.8% | 0.0% |
| 6M | +28.7% | +0.2% | +28.5% | +27.3% |
| YTD | +10.4% | -20.1% | +30.5% | +17.1% |
| 1Y | +7.6% | -17.3% | +25.0% | +12.8% |
| 3Y | +52.3% | +63.3% | -11.0% | +28.5% |
| All | +52.3% | +62.8% | -10.5% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling