+22,229.9%
ISRG vs ALB
+1,292.8%
+20,937.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.6% |
| 7D | +4.8% | +9.1% | -4.3% | +2.0% |
| 30D | +9.2% | -3.4% | +12.6% | +10.2% |
| 3M | +21.2% | -20.6% | +41.8% | +28.9% |
| 6M | +0.2% | -48.2% | +48.4% | +20.4% |
| YTD | -20.1% | -29.2% | +9.2% | -15.9% |
| 1Y | -17.3% | +10.0% | -27.3% | -25.4% |
| 3Y | +63.3% | -12.9% | +76.2% | +39.3% |
| 5Y | +24.1% | -61.3% | +85.4% | +33.2% |
| 10Y | +507.0% | +35.8% | +471.1% | +237.9% |
| All | +22,229.9% | +1,292.8% | +20,937.1% | +4,562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling