+23.9%
ISRG vs ALB
-61.7%
+85.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.5% |
| 7D | +4.8% | +9.1% | -4.3% | +3.4% |
| 30D | +9.2% | -3.4% | +12.6% | +9.7% |
| 3M | +21.2% | -20.6% | +41.8% | +25.0% |
| 6M | +0.2% | -48.2% | +48.4% | +10.3% |
| YTD | -20.1% | -29.2% | +9.2% | -18.3% |
| 1Y | -17.3% | +10.0% | -27.3% | -22.6% |
| 3Y | +63.3% | -12.9% | +76.2% | +47.5% |
| All | +23.9% | -61.7% | +85.7% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling