+84.8%
ISRG vs ALHC
-59.7%
+144.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -2.8% |
| 7D | +2.1% | +3.8% | -1.7% | +1.8% |
| 30D | +6.2% | +1.7% | +4.5% | +5.9% |
| 3M | +14.4% | -44.3% | +58.7% | +19.8% |
| 6M | 0.0% | -57.2% | +57.2% | +6.1% |
| YTD | -20.5% | -61.2% | +40.6% | -15.3% |
| 1Y | -21.9% | -53.2% | +31.3% | -18.5% |
| 3Y | +62.2% | +27.8% | +34.3% | +41.7% |
| 5Y | +25.2% | -65.4% | +90.6% | +19.2% |
| All | +84.8% | -59.7% | +144.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling