+67.7%
ASML vs ISRG
+28.9%
+38.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -7.9% |
| 7D | -19.0% | +4.4% | -23.4% | -21.0% |
| 30D | -25.9% | +15.8% | -41.7% | -31.8% |
| 3M | -19.1% | +24.9% | -43.9% | -28.9% |
| 6M | -5.7% | +3.8% | -9.5% | -10.4% |
| YTD | +27.6% | -17.3% | +44.9% | +39.0% |
| 1Y | +30.8% | -14.6% | +45.4% | +39.4% |
| 3Y | +116.2% | +68.2% | +48.0% | +41.9% |
| 5Y | +67.7% | +28.4% | +39.3% | +16.8% |
| All | +67.7% | +28.9% | +38.7% | +16.8% |
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