+2,502.1%
SOXX vs ISRG
+12,151.3%
-9,649.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -3.3% |
| 7D | +3.0% | -2.5% | +5.6% | +3.7% |
| 30D | -3.1% | -10.2% | +7.0% | -0.3% |
| 3M | -4.4% | -12.5% | +8.1% | -2.0% |
| 6M | +52.9% | -25.8% | +78.7% | +63.9% |
| YTD | +72.0% | -36.4% | +108.4% | +92.9% |
| 1Y | +105.1% | -19.9% | +125.0% | +113.7% |
| 3Y | +220.6% | +20.9% | +199.7% | +197.1% |
| 5Y | +244.8% | +5.7% | +239.1% | +228.9% |
| 10Y | +1,537.1% | +379.7% | +1,157.4% | +986.8% |
| All | +2,502.1% | +12,151.3% | -9,649.2% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling