+1,504.8%
ASML vs ISRG
+524.5%
+980.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.3% |
| 7D | -0.8% | +5.4% | -6.3% | -4.2% |
| 30D | -14.9% | +8.6% | -23.5% | -19.4% |
| 3M | -13.0% | +21.6% | -34.5% | -23.4% |
| 6M | -4.7% | +2.3% | -7.0% | -9.8% |
| YTD | +42.3% | -18.7% | +61.0% | +54.4% |
| 1Y | +49.7% | -17.8% | +67.5% | +61.2% |
| 3Y | +144.3% | +69.1% | +75.2% | +61.4% |
| 5Y | +86.4% | +26.5% | +59.9% | +41.3% |
| 10Y | +1,504.8% | +536.3% | +968.6% | +489.6% |
| All | +1,504.8% | +524.5% | +980.3% | +489.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling