+2,309.4%
MSFT vs ISRG
+22,383.9%
-20,074.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | +1.7% | +4.8% | -3.1% | +0.8% |
| 30D | +0.2% | +9.2% | -9.1% | -1.5% |
| 3M | +6.4% | +21.2% | -14.8% | +2.4% |
| 6M | +28.7% | +0.2% | +28.5% | +27.9% |
| YTD | +10.4% | -20.1% | +30.5% | +14.4% |
| 1Y | +7.6% | -17.3% | +25.0% | +10.7% |
| 3Y | +52.3% | +63.3% | -11.0% | +37.1% |
| 5Y | +64.5% | +24.1% | +40.4% | +53.9% |
| 10Y | +917.8% | +507.0% | +410.9% | +657.8% |
| All | +2,309.4% | +22,383.9% | -20,074.5% | +1,071.9% |
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