+28.1%
ISRG vs ALB
-61.7%
+89.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -6.8% | +1.1% | -7.8% | -6.9% |
| 30D | +5.1% | -2.6% | +7.7% | +5.5% |
| 3M | +12.0% | -25.6% | +37.6% | +16.8% |
| 6M | +7.0% | -54.0% | +61.0% | +20.2% |
| YTD | -20.6% | -31.6% | +10.9% | -18.4% |
| 1Y | -21.4% | -6.6% | -14.9% | -24.1% |
| 3Y | +62.0% | -14.0% | +76.0% | +46.2% |
| 5Y | +28.1% | -62.5% | +90.7% | +40.6% |
| All | +28.1% | -61.7% | +89.9% | +40.6% |
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