+746.7%
GOOGL vs ISRG
+364.0%
+382.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | -1.9% | -5.0% | +3.2% | +0.4% |
| 30D | -7.5% | -10.2% | +2.7% | -3.1% |
| 3M | -9.2% | -17.2% | +8.0% | -2.4% |
| 6M | +8.1% | -28.4% | +36.5% | +23.9% |
| YTD | +5.8% | -37.6% | +43.5% | +28.9% |
| 1Y | +38.3% | -24.4% | +62.8% | +52.4% |
| 3Y | +144.8% | +18.4% | +126.3% | +106.2% |
| 5Y | +132.5% | -1.0% | +133.5% | +106.4% |
| 10Y | +746.7% | +370.1% | +376.5% | +260.5% |
| All | +746.7% | +364.0% | +382.7% | +260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling