+67.6%
SPY vs ISRG
+23.7%
+43.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | -2.7% | +4.8% | -7.5% | -4.2% |
| 30D | -5.4% | +9.2% | -14.6% | -8.1% |
| 3M | -4.1% | +21.2% | -25.3% | -10.1% |
| 6M | +0.7% | +0.2% | +0.5% | -0.6% |
| YTD | +8.7% | -20.1% | +28.7% | +15.5% |
| 1Y | +10.9% | -17.3% | +28.2% | +16.4% |
| 3Y | +75.0% | +63.3% | +11.7% | +40.2% |
| All | +67.6% | +23.7% | +43.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling