+115.5%
IBM vs ISRG
+2.5%
+113.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +0.3% | -2.3% | +2.5% | +0.7% |
| 3M | -21.6% | -12.4% | -9.2% | -19.3% |
| 6M | -4.7% | -26.8% | +22.1% | +1.4% |
| YTD | -19.1% | -35.3% | +16.2% | -11.9% |
| 1Y | -2.5% | -19.3% | +16.8% | +1.4% |
| 3Y | +74.2% | +18.1% | +56.0% | +69.2% |
| All | +115.5% | +2.5% | +113.0% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling