+550.7%
ISRG vs ALB
+35.3%
+515.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -6.8% | +1.1% | -7.8% | -7.0% |
| 30D | +5.1% | -2.6% | +7.7% | +5.6% |
| 3M | +12.0% | -25.6% | +37.6% | +18.6% |
| 6M | +7.0% | -54.0% | +61.0% | +24.9% |
| YTD | -20.6% | -31.6% | +10.9% | -17.3% |
| 1Y | -21.4% | -6.6% | -14.9% | -24.3% |
| 3Y | +62.0% | -14.0% | +76.0% | +44.7% |
| 5Y | +28.1% | -62.5% | +90.7% | +39.3% |
| 10Y | +550.7% | +36.3% | +514.4% | +333.7% |
| All | +550.7% | +35.3% | +515.4% | +333.7% |
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