+38.3%
GOOG vs ISRG
-23.0%
+61.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | -3.6% | -10.2% | +6.5% | -1.3% |
| 3M | -6.4% | -12.5% | +6.1% | -4.3% |
| 6M | +7.8% | -25.8% | +33.6% | +13.8% |
| YTD | +5.5% | -36.4% | +41.8% | +13.5% |
| 1Y | +38.3% | -19.9% | +58.2% | +46.9% |
| All | +38.3% | -23.0% | +61.3% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling