+80.4%
IBM vs ISRG
+62.8%
+17.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | -5.0% | +4.8% | -9.8% | -6.3% |
| 30D | +11.1% | +9.2% | +1.9% | +8.3% |
| 3M | +5.7% | +21.2% | -15.5% | -0.1% |
| 6M | +10.1% | +0.2% | +9.9% | +9.1% |
| YTD | -15.6% | -20.1% | +4.4% | -11.8% |
| 1Y | -19.5% | -17.3% | -2.2% | -16.6% |
| 3Y | +80.4% | +63.3% | +17.1% | +64.0% |
| All | +80.4% | +62.8% | +17.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling