-17.3%
ISRG vs ALHC
-56.7%
+39.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.2% |
| 7D | +4.8% | +1.0% | +3.8% | +4.8% |
| 30D | +9.2% | -14.2% | +23.4% | +9.8% |
| 3M | +21.2% | -45.1% | +66.3% | +23.7% |
| 6M | +0.2% | -59.5% | +59.8% | +2.4% |
| YTD | -20.1% | -62.8% | +42.8% | -19.9% |
| 1Y | -17.3% | -55.5% | +38.1% | -21.7% |
| All | -17.3% | -56.7% | +39.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling