+718.9%
AVGO vs ISRG
-2.6%
+721.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +5.0% |
| 7D | -0.3% | -5.2% | +4.9% | +2.0% |
| 30D | -13.8% | -7.6% | -6.3% | -11.1% |
| 3M | -6.9% | -16.4% | +9.4% | -0.9% |
| 6M | +11.9% | -28.6% | +40.5% | +28.3% |
| YTD | +6.9% | -38.2% | +45.1% | +32.0% |
| 1Y | +7.4% | -25.5% | +32.9% | +18.4% |
| 3Y | +345.6% | +17.4% | +328.2% | +293.0% |
| 5Y | +718.9% | -3.0% | +721.8% | +656.2% |
| All | +718.9% | -2.6% | +721.4% | +656.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling