+319.7%
SPY vs ISRG
+364.0%
-44.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | -0.4% | -5.0% | +4.7% | +1.5% |
| 30D | -1.4% | -10.2% | +8.8% | +2.4% |
| 3M | +3.7% | -17.2% | +20.9% | +9.8% |
| 6M | +13.0% | -28.4% | +41.4% | +25.8% |
| YTD | +12.4% | -37.6% | +50.0% | +31.7% |
| 1Y | +18.5% | -24.4% | +43.0% | +27.8% |
| 3Y | +77.6% | +18.4% | +59.2% | +55.9% |
| 5Y | +81.7% | -1.0% | +82.6% | +65.1% |
| 10Y | +319.7% | +370.1% | -50.5% | +128.2% |
| All | +319.7% | +364.0% | -44.4% | +128.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling