+537.3%
ISRG vs ALB
+34.3%
+503.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.4% |
| 7D | +2.1% | +5.3% | -3.1% | +1.0% |
| 30D | +6.2% | -6.3% | +12.4% | +7.5% |
| 3M | +14.4% | -27.4% | +41.8% | +21.7% |
| 6M | 0.0% | -53.1% | +53.1% | +16.1% |
| YTD | -20.5% | -32.3% | +11.8% | -17.0% |
| 1Y | -21.9% | -7.3% | -14.6% | -24.7% |
| 3Y | +62.2% | -14.9% | +77.1% | +45.2% |
| 5Y | +25.2% | -62.0% | +87.2% | +35.3% |
| 10Y | +537.3% | +33.0% | +504.3% | +322.7% |
| All | +537.3% | +34.3% | +503.0% | +322.7% |
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