+3,310.4%
V vs ISRG
+1,290.3%
+2,020.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.1% |
| 7D | +2.2% | +4.8% | -2.6% | +0.5% |
| 30D | +13.6% | +9.2% | +4.4% | +10.1% |
| 3M | +14.3% | +21.2% | -6.9% | +6.7% |
| 6M | +33.1% | +0.2% | +32.9% | +31.1% |
| YTD | +21.2% | -20.1% | +41.3% | +28.5% |
| 1Y | +26.4% | -17.3% | +43.8% | +32.3% |
| 3Y | +77.6% | +63.3% | +14.3% | +42.0% |
| 5Y | +102.6% | +24.1% | +78.5% | +72.7% |
| 10Y | +464.4% | +507.0% | -42.5% | +187.5% |
| All | +3,310.4% | +1,290.3% | +2,020.0% | +1,035.8% |
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