+137.7%
GOOGL vs ISRG
-2.6%
+140.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.8% |
| 7D | +1.1% | -5.2% | +6.2% | +3.2% |
| 30D | -4.4% | -7.6% | +3.1% | -1.6% |
| 3M | -6.8% | -16.4% | +9.5% | -1.0% |
| 6M | +13.6% | -28.6% | +42.1% | +28.7% |
| YTD | +8.3% | -38.2% | +46.5% | +30.1% |
| 1Y | +44.9% | -25.5% | +70.4% | +59.3% |
| 3Y | +150.5% | +17.4% | +133.0% | +110.0% |
| 5Y | +137.7% | -3.0% | +140.7% | +108.1% |
| All | +137.7% | -2.6% | +140.3% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling