+258.1%
AVGO vs ISRG
+64.6%
+193.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.8% |
| 7D | 0.0% | +2.1% | -2.2% | -1.0% |
| 30D | -8.2% | +6.2% | -14.3% | -10.6% |
| 3M | -21.3% | +14.4% | -35.7% | -25.9% |
| 6M | -22.5% | 0.0% | -22.5% | -23.6% |
| YTD | -3.6% | -20.5% | +17.0% | +8.2% |
| 1Y | -6.7% | -21.9% | +15.2% | +5.7% |
| 3Y | +258.1% | +62.2% | +196.0% | +182.9% |
| All | +258.1% | +64.6% | +193.5% | +182.9% |
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