+247.9%
SOXX vs ISRG
+7.4%
+240.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | -3.6% | -8.0% | +4.4% | +0.1% |
| 3M | -10.2% | -10.6% | +0.4% | -7.3% |
| 6M | +54.2% | -25.1% | +79.3% | +74.3% |
| YTD | +75.2% | -34.8% | +110.0% | +114.4% |
| 1Y | +107.5% | -19.0% | +126.5% | +120.2% |
| 3Y | +226.8% | +22.1% | +204.7% | +169.2% |
| All | +247.9% | +7.4% | +240.5% | +184.1% |
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