+378.3%
ISRG vs ALB
+74.5%
+303.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.1% |
| 7D | -1.6% | -8.1% | +6.5% | +0.2% |
| 30D | -2.3% | +6.3% | -8.5% | -3.8% |
| 3M | -12.4% | -23.6% | +11.1% | -7.9% |
| 6M | -26.8% | -24.6% | -2.2% | -24.0% |
| YTD | -35.3% | -10.3% | -25.0% | -36.1% |
| 1Y | -19.3% | +61.5% | -80.8% | -32.0% |
| 3Y | +18.1% | -34.0% | +52.1% | +16.7% |
| 5Y | +2.6% | -44.6% | +47.2% | +1.6% |
| All | +378.3% | +74.5% | +303.8% | +191.1% |
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