+263.4%
INTC vs ISRG
+370.7%
-107.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +18.0% | -5.0% | +23.0% | +20.3% |
| 30D | +8.9% | -10.2% | +19.1% | +13.6% |
| 3M | -1.6% | -17.2% | +15.6% | +4.5% |
| 6M | +133.1% | -28.4% | +161.5% | +162.3% |
| YTD | +187.9% | -37.6% | +225.5% | +245.1% |
| 1Y | +334.7% | -24.4% | +359.1% | +368.9% |
| 3Y | +184.2% | +18.4% | +165.7% | +141.0% |
| 5Y | +116.0% | -1.0% | +117.0% | +91.9% |
| All | +263.4% | +370.7% | -107.3% | +62.4% |
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