+588.0%
STX vs ISRG
+62.8%
+525.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | -28.5% | +4.8% | -33.3% | -29.0% |
| 30D | -42.9% | +9.2% | -52.2% | -43.8% |
| 3M | -45.9% | +21.2% | -67.1% | -47.8% |
| 6M | -41.3% | +0.2% | -41.5% | -41.0% |
| YTD | +67.9% | -20.1% | +88.0% | +86.3% |
| 1Y | +66.5% | -17.3% | +83.9% | +82.2% |
| 3Y | +588.0% | +63.3% | +524.7% | +454.1% |
| All | +588.0% | +62.8% | +525.2% | +454.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling