+2,071.0%
STX vs ISRG
+524.5%
+1,546.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +9.1% |
| 7D | -14.8% | +5.4% | -20.2% | -16.8% |
| 30D | -35.4% | +8.6% | -44.0% | -37.8% |
| 3M | -37.7% | +21.6% | -59.3% | -42.9% |
| 6M | -35.2% | +2.3% | -37.6% | -38.3% |
| YTD | +84.4% | -18.7% | +103.1% | +95.3% |
| 1Y | +82.3% | -17.8% | +100.0% | +92.1% |
| 3Y | +646.2% | +69.1% | +577.1% | +438.6% |
| 5Y | +487.4% | +26.5% | +460.9% | +367.7% |
| 10Y | +2,071.0% | +536.3% | +1,534.8% | +617.2% |
| All | +2,071.0% | +524.5% | +1,546.5% | +617.2% |
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