+46.1%
ASML vs ISRG
-11.6%
+57.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.4% | -13.0% | -3.9% |
| 7D | -10.0% | +8.5% | -18.6% | -10.2% |
| 30D | -19.4% | +18.6% | -38.0% | -20.1% |
| 3M | -12.5% | +30.9% | -43.4% | -13.9% |
| 6M | +8.2% | +6.6% | +1.6% | +13.8% |
| YTD | +40.7% | -14.9% | +55.6% | +62.7% |
| 1Y | +46.1% | -10.5% | +56.7% | +63.6% |
| All | +46.1% | -11.6% | +57.7% | +63.6% |
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