+52.5%
SOXX vs ISRG
-11.6%
+64.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.4% | -12.5% | -2.9% |
| 7D | -13.7% | +8.5% | -22.2% | -13.5% |
| 30D | -23.6% | +18.6% | -42.2% | -23.4% |
| 3M | -16.9% | +30.9% | -47.8% | -16.9% |
| 6M | -2.4% | +6.6% | -9.0% | +2.7% |
| YTD | +49.8% | -14.9% | +64.7% | +76.2% |
| 1Y | +52.5% | -10.5% | +63.0% | +72.7% |
| All | +52.5% | -11.6% | +64.1% | +72.7% |
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