+142.6%
ISRG vs ALC
+34.7%
+107.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | +4.4% | +7.6% | -3.2% | -0.3% |
| 30D | +15.8% | +21.1% | -5.4% | +2.5% |
| 3M | +24.9% | +8.5% | +16.4% | +18.4% |
| 6M | +3.8% | +2.8% | +1.0% | +1.0% |
| YTD | -17.3% | -2.4% | -14.9% | -17.1% |
| 1Y | -14.6% | +3.5% | -18.1% | -17.8% |
| 3Y | +68.2% | +4.2% | +64.0% | +54.4% |
| 5Y | +28.4% | -9.0% | +37.4% | +28.5% |
| All | +142.6% | +34.7% | +107.9% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling