+714.4%
SPY vs ISRG
+22,246.8%
-21,532.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.0% |
| 30D | -3.7% | +6.2% | -9.8% | -4.8% |
| 3M | -2.7% | +14.4% | -17.2% | -5.2% |
| 6M | +2.2% | 0.0% | +2.2% | +1.4% |
| YTD | +10.8% | -20.5% | +31.4% | +14.2% |
| 1Y | +11.2% | -21.9% | +33.1% | +15.0% |
| 3Y | +76.5% | +62.2% | +14.3% | +59.8% |
| 5Y | +72.9% | +25.2% | +47.8% | +61.3% |
| 10Y | +304.8% | +537.3% | -232.5% | +196.6% |
| All | +714.4% | +22,246.8% | -21,532.4% | +311.1% |
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