+87.6%
SMH vs ISRG
-18.2%
+105.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.3% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -2.8% | -8.0% | +5.2% | -2.2% |
| 3M | -6.7% | -10.6% | +3.9% | -5.5% |
| 6M | +41.8% | -25.1% | +66.9% | +50.0% |
| YTD | +57.9% | -34.8% | +92.7% | +71.0% |
| 1Y | +87.6% | -19.0% | +106.7% | +99.4% |
| All | +87.6% | -18.2% | +105.8% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling