+3,529.8%
ASML vs ISRG
+23,164.4%
-19,634.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.6% |
| 7D | -19.0% | +4.4% | -23.4% | -20.0% |
| 30D | -25.9% | +15.8% | -41.7% | -28.9% |
| 3M | -19.1% | +24.9% | -43.9% | -24.0% |
| 6M | -5.7% | +3.8% | -9.5% | -8.3% |
| YTD | +27.6% | -17.3% | +44.9% | +31.7% |
| 1Y | +30.8% | -14.6% | +45.4% | +33.9% |
| 3Y | +116.2% | +68.2% | +48.0% | +85.5% |
| 5Y | +67.7% | +28.4% | +39.3% | +53.1% |
| 10Y | +1,355.3% | +528.0% | +827.3% | +854.3% |
| All | +3,529.8% | +23,164.4% | -19,634.6% | +1,022.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling