+93.9%
QQQ vs ISRG
+16.7%
+77.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.3% |
| 7D | +1.5% | -5.2% | +6.7% | +3.1% |
| 30D | -0.6% | -7.6% | +6.9% | +1.6% |
| 3M | +0.4% | -16.4% | +16.8% | +5.2% |
| 6M | +20.1% | -28.6% | +48.6% | +32.7% |
| YTD | +17.2% | -38.2% | +55.4% | +36.7% |
| 1Y | +24.7% | -25.5% | +50.2% | +34.3% |
| All | +93.9% | +16.7% | +77.2% | +81.6% |
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