+4,482.3%
ASML vs ISRG
+18,108.6%
-13,626.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +2.2% | -2.3% | +4.4% | +2.7% |
| 3M | -2.3% | -12.4% | +10.1% | 0.0% |
| 6M | +23.0% | -26.8% | +49.8% | +31.7% |
| YTD | +61.1% | -35.3% | +96.3% | +78.1% |
| 1Y | +129.1% | -19.3% | +148.4% | +138.0% |
| 3Y | +165.4% | +18.1% | +147.2% | +150.2% |
| 5Y | +109.5% | +2.6% | +106.8% | +103.9% |
| 10Y | +1,645.7% | +379.4% | +1,266.3% | +1,131.1% |
| All | +4,482.3% | +18,108.6% | -13,626.3% | +1,417.7% |
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