+345.6%
AVGO vs ISRG
+17.7%
+327.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +4.8% |
| 7D | -0.3% | -5.2% | +4.9% | +1.8% |
| 30D | -13.8% | -7.6% | -6.3% | -11.3% |
| 3M | -6.9% | -16.4% | +9.4% | -1.2% |
| 6M | +11.9% | -28.6% | +40.5% | +28.5% |
| YTD | +6.9% | -38.2% | +45.1% | +32.7% |
| 1Y | +7.4% | -25.5% | +32.9% | +18.1% |
| 3Y | +345.6% | +17.4% | +328.2% | +321.5% |
| All | +345.6% | +17.7% | +327.9% | +321.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling