-13.3%
IBM vs ISRG
-11.6%
-1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | -1.3% |
| 7D | +0.4% | +8.5% | -8.1% | -2.3% |
| 30D | +14.8% | +18.6% | -3.8% | +8.2% |
| 3M | +8.9% | +30.9% | -22.0% | -1.3% |
| 6M | +12.4% | +6.6% | +5.9% | +9.3% |
| YTD | -12.4% | -14.9% | +2.5% | -9.3% |
| 1Y | -13.3% | -10.5% | -2.7% | -11.2% |
| All | -13.3% | -11.6% | -1.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling