-6.4%
T vs ISRG
-11.6%
+5.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +1.8% |
| 7D | +5.5% | +8.5% | -3.1% | +5.2% |
| 30D | -8.9% | +18.6% | -27.5% | -9.2% |
| 3M | -5.6% | +30.9% | -36.5% | -6.2% |
| 6M | -14.3% | +6.6% | -20.9% | -16.3% |
| YTD | -7.9% | -14.9% | +7.0% | -12.7% |
| 1Y | -6.4% | -10.5% | +4.1% | -10.8% |
| All | -6.4% | -11.6% | +5.1% | -10.8% |
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