+734.4%
SPY vs ISRG
+18,108.6%
-17,374.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.1% | -2.3% | +2.3% | +0.4% |
| 3M | +2.0% | -12.4% | +14.4% | +3.8% |
| 6M | +13.0% | -26.8% | +39.8% | +18.4% |
| YTD | +13.5% | -35.3% | +48.8% | +21.5% |
| 1Y | +20.0% | -19.3% | +39.3% | +23.1% |
| 3Y | +77.2% | +18.1% | +59.1% | +69.4% |
| 5Y | +81.9% | +2.6% | +79.2% | +75.8% |
| 10Y | +314.1% | +379.4% | -65.4% | +217.9% |
| All | +734.4% | +18,108.6% | -17,374.2% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling