+131.6%
IBM vs ISRG
+358.2%
-226.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.2% |
| 7D | +0.3% | -5.2% | +5.5% | +1.9% |
| 30D | -1.5% | -7.6% | +6.1% | +0.8% |
| 3M | -16.8% | -16.4% | -0.4% | -12.2% |
| 6M | -9.0% | -28.6% | +19.5% | 0.0% |
| YTD | -20.1% | -38.2% | +18.1% | -8.3% |
| 1Y | -7.0% | -25.5% | +18.5% | +0.4% |
| 3Y | +72.4% | +17.4% | +55.0% | +58.3% |
| 5Y | +112.0% | -3.0% | +114.9% | +101.3% |
| 10Y | +131.6% | +356.0% | -224.4% | +53.6% |
| All | +131.6% | +358.2% | -226.6% | +53.6% |
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