+140.7%
GOOG vs ISRG
+17.7%
+122.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -1.6% | -5.0% | +3.5% | -0.1% |
| 30D | -7.7% | -10.2% | +2.5% | -4.9% |
| 3M | -9.3% | -17.2% | +7.9% | -4.9% |
| 6M | +7.4% | -28.4% | +35.9% | +17.4% |
| YTD | +4.9% | -37.6% | +42.5% | +19.1% |
| 1Y | +37.2% | -24.4% | +61.7% | +46.5% |
| All | +140.7% | +17.7% | +122.9% | +114.9% |
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