+243.5%
SMH vs ISRG
+24.4%
+219.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | +12.1% | -6.1% | +18.2% | +15.3% |
| 30D | -14.7% | +4.2% | -18.9% | -16.8% |
| 3M | -14.2% | +9.6% | -23.8% | -18.8% |
| 6M | -10.6% | +1.9% | -12.5% | -14.1% |
| YTD | +39.3% | -22.3% | +61.6% | +55.4% |
| 1Y | +41.6% | -23.2% | +64.7% | +58.7% |
| 3Y | +223.4% | +58.5% | +164.8% | +132.7% |
| 5Y | +243.5% | +23.9% | +219.5% | +167.3% |
| All | +243.5% | +24.4% | +219.1% | +167.3% |
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