+62.2%
ISRG vs ALC
+3.6%
+58.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.6% |
| 7D | +2.1% | +2.3% | -0.2% | +1.1% |
| 30D | +6.2% | +15.5% | -9.4% | -0.9% |
| 3M | +14.4% | +0.6% | +13.8% | +14.1% |
| 6M | 0.0% | +18.4% | -18.4% | -7.4% |
| YTD | -20.5% | -5.6% | -15.0% | -19.2% |
| 1Y | -21.9% | 0.0% | -21.9% | -22.8% |
| 3Y | +62.2% | +2.8% | +59.4% | +58.9% |
| All | +62.2% | +3.6% | +58.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling