+149.9%
IBM vs ISRG
+524.5%
-374.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.1% |
| 7D | -2.5% | +5.4% | -8.0% | -4.2% |
| 30D | +8.4% | +8.6% | -0.3% | +5.5% |
| 3M | +4.5% | +21.6% | -17.1% | -2.0% |
| 6M | +7.9% | +2.3% | +5.6% | +6.3% |
| YTD | -15.2% | -18.7% | +3.5% | -10.8% |
| 1Y | -17.6% | -17.8% | +0.2% | -13.6% |
| 3Y | +82.1% | +69.1% | +13.0% | +49.5% |
| 5Y | +143.3% | +26.5% | +116.9% | +113.2% |
| 10Y | +149.9% | +536.3% | -386.4% | +64.5% |
| All | +149.9% | +524.5% | -374.6% | +64.5% |
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