+3,676.0%
STX vs ISRG
+358.2%
+3,317.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.5% | +11.0% | +8.3% |
| 7D | +10.7% | -5.2% | +15.9% | +12.9% |
| 30D | +11.3% | -7.6% | +18.8% | +14.2% |
| 3M | +3.2% | -16.4% | +19.6% | +7.7% |
| 6M | +157.0% | -28.6% | +185.5% | +184.9% |
| YTD | +229.2% | -38.2% | +267.4% | +291.0% |
| 1Y | +381.8% | -25.5% | +407.3% | +418.4% |
| 3Y | +1,383.2% | +17.4% | +1,365.8% | +1,147.4% |
| 5Y | +1,144.9% | -3.0% | +1,147.8% | +1,004.3% |
| 10Y | +3,676.0% | +356.0% | +3,320.1% | +1,348.5% |
| All | +3,676.0% | +358.2% | +3,317.8% | +1,348.5% |
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