+254.1%
T vs ISRG
+22,769.2%
-22,515.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.7% | +5.4% | -3.7% | +1.0% |
| 30D | -1.7% | +8.6% | -10.3% | -2.7% |
| 3M | -7.3% | +21.6% | -28.9% | -9.6% |
| 6M | -11.2% | +2.3% | -13.5% | -11.9% |
| YTD | -8.1% | -18.7% | +10.6% | -6.5% |
| 1Y | -8.0% | -17.8% | +9.7% | -6.6% |
| 3Y | +62.1% | +69.1% | -6.9% | +49.0% |
| 5Y | +55.7% | +26.5% | +29.2% | +46.0% |
| 10Y | +54.1% | +536.3% | -482.1% | +18.4% |
| All | +254.1% | +22,769.2% | -22,515.1% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling