-9.1%
T vs ISRG
-16.8%
+7.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.0% |
| 7D | -1.3% | -1.6% | +0.3% | -1.3% |
| 30D | +11.4% | -2.3% | +13.6% | +11.3% |
| 3M | +14.3% | -12.4% | +26.7% | +13.2% |
| 6M | -9.3% | -26.8% | +17.6% | -12.3% |
| YTD | +7.1% | -35.3% | +42.4% | +2.4% |
| 1Y | -9.1% | -19.3% | +10.2% | -11.8% |
| All | -9.1% | -16.8% | +7.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling