+1,559.3%
ASML vs ISRG
+537.5%
+1,021.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.2% |
| 7D | +10.4% | -6.1% | +16.5% | +14.2% |
| 30D | -12.7% | +4.2% | -17.0% | -15.4% |
| 3M | -17.2% | +9.6% | -26.8% | -22.6% |
| 6M | -1.3% | +1.9% | -3.2% | -6.4% |
| YTD | +40.8% | -22.3% | +63.1% | +56.7% |
| 1Y | +45.2% | -23.2% | +68.4% | +62.5% |
| 3Y | +131.8% | +58.5% | +73.3% | +59.0% |
| 5Y | +84.0% | +23.9% | +60.1% | +41.0% |
| All | +1,559.3% | +537.5% | +1,021.8% | +537.2% |
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