+68.4%
T vs ISRG
+364.0%
-295.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.3% |
| 30D | +4.6% | -10.2% | +14.8% | +6.3% |
| 3M | +12.2% | -17.2% | +29.4% | +15.1% |
| 6M | -6.5% | -28.4% | +22.0% | -2.0% |
| YTD | +4.9% | -37.6% | +42.5% | +12.2% |
| 1Y | -10.5% | -24.4% | +14.0% | -7.8% |
| 3Y | +104.6% | +18.4% | +86.1% | +88.0% |
| 5Y | +64.2% | -1.0% | +65.2% | +52.6% |
| 10Y | +68.4% | +370.1% | -301.7% | +16.9% |
| All | +68.4% | +364.0% | -295.6% | +16.9% |
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