+28.1%
ISRG vs ALC
-10.6%
+38.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +1.2% |
| 7D | -6.8% | -6.3% | -0.5% | -2.9% |
| 30D | +5.1% | +12.6% | -7.5% | -2.2% |
| 3M | +12.0% | -3.8% | +15.9% | +14.7% |
| 6M | +7.0% | +16.8% | -9.8% | -2.6% |
| YTD | -20.6% | -7.6% | -13.0% | -17.7% |
| 1Y | -21.4% | -5.9% | -15.6% | -19.6% |
| 3Y | +62.0% | +0.6% | +61.4% | +49.8% |
| 5Y | +28.1% | -9.5% | +37.6% | +32.6% |
| All | +28.1% | -10.6% | +38.7% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling