+2,038.9%
STX vs ISRG
+537.5%
+1,501.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.3% |
| 7D | +16.8% | -6.1% | +23.0% | +19.8% |
| 30D | -27.0% | +4.2% | -31.3% | -28.6% |
| 3M | -37.9% | +9.6% | -47.5% | -40.7% |
| 6M | -32.5% | +1.9% | -34.4% | -35.6% |
| YTD | +98.6% | -22.3% | +120.9% | +114.2% |
| 1Y | +93.6% | -23.2% | +116.7% | +109.9% |
| 3Y | +699.1% | +58.5% | +640.5% | +491.4% |
| 5Y | +481.0% | +23.9% | +457.1% | +364.9% |
| All | +2,038.9% | +537.5% | +1,501.4% | +531.8% |
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 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