+82.1%
ISRG vs ALHC
-61.4%
+143.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +5.6% | -10.6% | +16.1% | +6.6% |
| 3M | +10.5% | -45.3% | +55.9% | +16.0% |
| 6M | +2.6% | -59.7% | +62.3% | +9.5% |
| YTD | -21.7% | -62.7% | +41.1% | -16.2% |
| 1Y | -21.6% | -56.1% | +34.6% | -17.6% |
| 3Y | +57.0% | +21.3% | +35.8% | +38.0% |
| 5Y | +25.0% | -66.0% | +91.0% | +19.4% |
| All | +82.1% | -61.4% | +143.5% | +69.6% |
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