+506.1%
SPCX vs ISRG
-0.8%
+506.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | -10.5% |
| 7D | +1.3% | +2.1% | -0.8% | +3.5% |
| 30D | -12.0% | +6.2% | -18.1% | +4.5% |
| 3M | +3.1% | +14.4% | -11.3% | +49.1% |
| 6M | +456.4% | -21.9% | +478.3% | -10.3% |
| YTD | +456.4% | -21.9% | +478.3% | -10.3% |
| 1Y | +456.4% | -21.9% | +478.3% | -10.3% |
| All | +506.1% | -0.8% | +506.8% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling