+243.2%
INTC vs ISRG
+380.4%
-137.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -6.4% |
| 7D | +9.4% | -2.5% | +12.0% | +10.3% |
| 30D | +2.7% | -10.2% | +12.8% | +7.0% |
| 3M | -6.3% | -12.5% | +6.2% | -3.0% |
| 6M | +114.5% | -25.8% | +140.3% | +137.3% |
| YTD | +171.9% | -36.4% | +208.2% | +222.9% |
| 1Y | +305.0% | -19.9% | +324.9% | +324.9% |
| 3Y | +168.3% | +20.9% | +147.5% | +125.4% |
| 5Y | +102.3% | +5.7% | +96.6% | +74.1% |
| All | +243.2% | +380.4% | -137.2% | +51.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling