+105.7%
INTC vs ISRG
+538.4%
-432.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.1% |
| 7D | -4.0% | +2.1% | -6.1% | -5.2% |
| 30D | -44.5% | +6.2% | -50.6% | -45.9% |
| 3M | -40.4% | +14.4% | -54.8% | -44.2% |
| 6M | -53.5% | 0.0% | -53.5% | -54.8% |
| YTD | +57.5% | -20.5% | +78.1% | +69.6% |
| 1Y | +51.2% | -21.9% | +73.1% | +64.1% |
| 3Y | +51.6% | +62.2% | -10.6% | +11.9% |
| 5Y | +23.5% | +25.2% | -1.7% | -0.7% |
| All | +105.7% | +538.4% | -432.7% | -13.3% |
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