+1,557.1%
ASML vs ISRG
+542.9%
+1,014.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +4.9% | -2.0% | +7.0% | +6.2% |
| 30D | -9.3% | +5.6% | -14.8% | -12.7% |
| 3M | -19.0% | +10.5% | -29.5% | -24.7% |
| 6M | -5.2% | +2.6% | -7.8% | -10.5% |
| YTD | +40.6% | -21.7% | +62.3% | +55.8% |
| 1Y | +47.5% | -21.6% | +69.1% | +63.1% |
| 3Y | +133.9% | +57.0% | +76.8% | +61.5% |
| 5Y | +83.8% | +25.0% | +58.8% | +40.1% |
| All | +1,557.1% | +542.9% | +1,014.2% | +533.4% |
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