+536.3%
ISRG vs ALB
+38.2%
+498.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.4% | +9.5% | -4.0% | +3.4% |
| 30D | +8.6% | -2.1% | +10.8% | +9.0% |
| 3M | +21.6% | -24.1% | +45.7% | +28.2% |
| 6M | +2.3% | -51.0% | +53.3% | +17.7% |
| YTD | -18.7% | -29.3% | +10.6% | -15.9% |
| 1Y | -17.8% | +3.2% | -20.9% | -22.6% |
| 3Y | +69.1% | -9.3% | +78.4% | +49.1% |
| 5Y | +26.5% | -61.6% | +88.1% | +36.8% |
| 10Y | +536.3% | +40.8% | +495.5% | +317.5% |
| All | +536.3% | +38.2% | +498.0% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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