+2,169.0%
MSFT vs ISRG
+18,108.6%
-15,939.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | +2.7% | -2.3% | +5.0% | +3.1% |
| 3M | +17.0% | -12.4% | +29.4% | +19.5% |
| 6M | +23.8% | -26.8% | +50.7% | +30.5% |
| YTD | +4.0% | -35.3% | +39.2% | +12.2% |
| 1Y | -0.8% | -19.3% | +18.5% | +2.3% |
| 3Y | +55.6% | +18.1% | +37.5% | +48.6% |
| 5Y | +72.9% | +2.6% | +70.3% | +67.7% |
| 10Y | +875.8% | +379.4% | +496.4% | +658.6% |
| All | +2,169.0% | +18,108.6% | -15,939.5% | +1,049.0% |
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