+75.5%
ASML vs ISRG
+23.7%
+51.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.4% | +8.4% | +6.7% |
| 7D | -9.0% | +4.8% | -13.8% | -11.6% |
| 30D | -21.0% | +9.2% | -30.2% | -25.1% |
| 3M | -16.3% | +21.2% | -37.5% | -25.5% |
| 6M | -7.5% | +0.2% | -7.8% | -10.7% |
| YTD | +34.0% | -20.1% | +54.0% | +48.3% |
| 1Y | +39.3% | -17.3% | +56.6% | +50.8% |
| 3Y | +128.9% | +63.3% | +65.5% | +52.2% |
| All | +75.5% | +23.7% | +51.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling