+75.0%
SPY vs ISRG
+62.8%
+12.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | -2.7% | +4.8% | -7.5% | -3.9% |
| 30D | -5.4% | +9.2% | -14.6% | -7.6% |
| 3M | -4.1% | +21.2% | -25.3% | -8.9% |
| 6M | +0.7% | +0.2% | +0.5% | 0.0% |
| YTD | +8.7% | -20.1% | +28.7% | +15.3% |
| 1Y | +10.9% | -17.3% | +28.2% | +16.4% |
| 3Y | +75.0% | +63.3% | +11.7% | +53.1% |
| All | +75.0% | +62.8% | +12.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling