-20.2%
IBM vs ISRG
-23.4%
+3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -0.3% | -6.1% | +5.8% | +1.7% |
| 30D | +6.8% | +4.2% | +2.5% | +5.0% |
| 3M | +4.4% | +9.6% | -5.2% | +0.7% |
| 6M | +13.2% | +1.9% | +11.3% | +11.4% |
| YTD | -15.1% | -22.3% | +7.2% | -9.4% |
| 1Y | -20.2% | -23.2% | +3.0% | -14.4% |
| All | -20.2% | -23.4% | +3.2% | -14.4% |
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