+8.2%
ASML vs ISRG
+5.4%
+2.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.4% | -13.0% | -2.0% |
| 7D | -10.0% | +8.5% | -18.6% | -8.6% |
| 30D | -19.4% | +18.6% | -38.0% | -17.0% |
| 3M | -12.5% | +30.9% | -43.4% | -8.2% |
| 6M | +8.2% | +6.6% | +1.6% | +15.5% |
| All | +8.2% | +5.4% | +2.9% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling