+31,416.6%
AVGO vs ISRG
+1,298.4%
+30,118.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -3.0% | -1.6% | -1.4% | -2.3% |
| 30D | -14.4% | -2.3% | -12.2% | -13.8% |
| 3M | -14.4% | -12.4% | -2.0% | -11.0% |
| 6M | +13.1% | -26.8% | +40.0% | +26.8% |
| YTD | +3.8% | -35.3% | +39.0% | +22.9% |
| 1Y | +17.8% | -19.3% | +37.1% | +24.7% |
| 3Y | +325.3% | +18.1% | +307.1% | +279.7% |
| 5Y | +689.9% | +2.6% | +687.3% | +626.5% |
| 10Y | +2,597.0% | +379.4% | +2,217.6% | +1,283.2% |
| All | +31,416.6% | +1,298.4% | +30,118.2% | +11,105.0% |
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