-7.4%
T vs ISRG
-19.6%
+12.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +2.6% | +2.1% | +0.5% | +2.5% |
| 30D | -1.1% | +6.2% | -7.2% | -1.2% |
| 3M | -7.7% | +14.4% | -22.1% | -8.1% |
| 6M | -10.6% | 0.0% | -10.6% | -12.6% |
| YTD | -7.5% | -20.5% | +13.1% | -12.8% |
| 1Y | -7.4% | -21.9% | +14.5% | -12.4% |
| All | -7.4% | -19.6% | +12.2% | -12.4% |
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