+338.0%
SMH vs ISRG
-2.2%
+340.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +4.3% | -5.0% | +9.3% | +6.9% |
| 30D | +0.9% | -10.2% | +11.1% | +6.0% |
| 3M | -2.8% | -17.2% | +14.4% | +4.5% |
| 6M | +45.6% | -28.4% | +74.1% | +68.4% |
| YTD | +59.5% | -37.6% | +97.1% | +99.3% |
| 1Y | +93.4% | -24.4% | +117.9% | +113.3% |
| 3Y | +287.1% | +18.4% | +268.6% | +225.6% |
| 5Y | +338.0% | -1.0% | +339.0% | +274.5% |
| All | +338.0% | -2.2% | +340.2% | +274.5% |
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