+2,926.4%
V vs ISRG
+1,026.0%
+1,900.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | +2.0% | -2.3% | +4.2% | +2.6% |
| 3M | +17.4% | -12.4% | +29.8% | +21.6% |
| 6M | +17.5% | -26.8% | +44.3% | +28.7% |
| YTD | +7.6% | -35.3% | +42.8% | +22.8% |
| 1Y | +7.7% | -19.3% | +27.0% | +13.0% |
| 3Y | +54.7% | +18.1% | +36.5% | +38.1% |
| 5Y | +73.0% | +2.6% | +70.4% | +57.4% |
| 10Y | +390.9% | +379.4% | +11.4% | +170.7% |
| All | +2,926.4% | +1,026.0% | +1,900.5% | +984.8% |
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