+164.9%
ASML vs ISRG
+18.3%
+146.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | +2.2% | -2.3% | +4.4% | +2.9% |
| 3M | -2.3% | -12.4% | +10.1% | +1.8% |
| 6M | +23.0% | -26.8% | +49.8% | +40.2% |
| YTD | +61.1% | -35.3% | +96.3% | +95.5% |
| 1Y | +129.1% | -19.3% | +148.4% | +143.2% |
| All | +164.9% | +18.3% | +146.7% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling