+13,507.3%
GOOGL vs ISRG
+13,038.1%
+469.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -6.6% | -2.3% | -4.3% | -6.1% |
| 3M | -8.9% | -12.4% | +3.5% | -6.3% |
| 6M | +11.9% | -26.8% | +38.7% | +20.7% |
| YTD | +8.3% | -35.3% | +43.6% | +20.5% |
| 1Y | +46.2% | -19.3% | +65.5% | +52.6% |
| 3Y | +151.9% | +18.1% | +133.7% | +134.2% |
| 5Y | +137.7% | +2.6% | +135.1% | +125.8% |
| 10Y | +757.6% | +379.4% | +378.1% | +481.4% |
| All | +13,507.3% | +13,038.1% | +469.2% | +5,735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling