+121.0%
GOOG vs ISRG
+55.5%
+65.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.0% | -2.0% | +5.1% | +3.6% |
| 30D | -14.9% | +5.6% | -20.4% | -16.3% |
| 3M | -14.9% | +10.5% | -25.4% | -17.5% |
| 6M | -26.6% | +2.6% | -29.2% | -27.9% |
| YTD | -6.6% | -21.7% | +15.1% | -1.4% |
| 1Y | +5.1% | -21.6% | +26.6% | +10.9% |
| 3Y | +121.0% | +57.0% | +63.9% | +93.8% |
| All | +121.0% | +55.5% | +65.5% | +93.8% |
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