+2,856.4%
AVGO vs ISRG
+364.0%
+2,492.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -0.8% | -5.0% | +4.2% | +1.7% |
| 30D | -13.7% | -10.2% | -3.5% | -9.2% |
| 3M | -6.9% | -17.2% | +10.3% | +0.3% |
| 6M | +5.8% | -28.4% | +34.2% | +22.4% |
| YTD | +5.7% | -37.6% | +43.3% | +31.8% |
| 1Y | +9.0% | -24.4% | +33.5% | +20.2% |
| 3Y | +340.5% | +18.4% | +322.1% | +275.7% |
| 5Y | +711.1% | -1.0% | +712.0% | +635.0% |
| 10Y | +2,856.4% | +370.1% | +2,486.3% | +1,047.3% |
| All | +2,856.4% | +364.0% | +2,492.4% | +1,047.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling