+20.0%
SPY vs ISRG
-16.8%
+36.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +0.1% | -2.3% | +2.3% | +0.3% |
| 3M | +2.0% | -12.4% | +14.4% | +3.4% |
| 6M | +13.0% | -26.8% | +39.8% | +17.4% |
| YTD | +13.5% | -35.3% | +48.8% | +19.2% |
| 1Y | +20.0% | -19.3% | +39.3% | +24.0% |
| All | +20.0% | -16.8% | +36.8% | +24.0% |
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