+79.6%
QQQ vs ISRG
+24.4%
+55.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +6.4% | -6.1% | +12.5% | +8.9% |
| 30D | -7.5% | +4.2% | -11.7% | -9.2% |
| 3M | -4.8% | +9.6% | -14.4% | -8.7% |
| 6M | -2.5% | +1.9% | -4.3% | -5.0% |
| YTD | +12.4% | -22.3% | +34.7% | +22.9% |
| 1Y | +11.3% | -23.2% | +34.5% | +22.1% |
| 3Y | +85.0% | +58.5% | +26.4% | +39.8% |
| 5Y | +79.6% | +23.9% | +55.7% | +43.3% |
| All | +79.6% | +24.4% | +55.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling