+111.9%
INTC vs ISRG
+542.9%
-430.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.9% |
| 7D | +6.0% | -2.0% | +8.0% | +7.0% |
| 30D | -39.2% | +5.6% | -44.8% | -40.6% |
| 3M | -42.9% | +10.5% | -53.5% | -45.8% |
| 6M | -50.4% | +2.6% | -53.0% | -52.2% |
| YTD | +61.7% | -21.7% | +83.4% | +75.1% |
| 1Y | +66.1% | -21.6% | +87.7% | +79.8% |
| 3Y | +58.1% | +57.0% | +1.1% | +18.5% |
| 5Y | +27.9% | +25.0% | +2.9% | +2.8% |
| All | +111.9% | +542.9% | -430.9% | -10.2% |
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