+321.6%
SPY vs ISRG
+360.0%
-38.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.1% |
| 7D | +0.5% | -5.2% | +5.7% | +2.5% |
| 30D | -0.9% | -7.6% | +6.6% | +1.7% |
| 3M | +3.9% | -16.4% | +20.2% | +9.6% |
| 6M | +14.5% | -28.6% | +43.1% | +27.6% |
| YTD | +12.9% | -38.2% | +51.1% | +32.7% |
| 1Y | +19.4% | -25.5% | +44.9% | +29.4% |
| 3Y | +78.5% | +17.4% | +61.0% | +57.1% |
| 5Y | +81.8% | -3.0% | +84.7% | +66.5% |
| All | +321.6% | +360.0% | -38.4% | +130.0% |
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 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