+305.0%
INTC vs ISRG
-23.0%
+328.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -5.4% |
| 7D | +9.4% | -2.5% | +12.0% | +9.3% |
| 30D | +2.7% | -10.2% | +12.8% | +2.0% |
| 3M | -6.3% | -12.5% | +6.2% | -6.2% |
| 6M | +114.5% | -25.8% | +140.3% | +116.8% |
| YTD | +171.9% | -36.4% | +208.2% | +175.7% |
| 1Y | +305.0% | -19.9% | +324.9% | +335.4% |
| All | +305.0% | -23.0% | +328.0% | +335.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling