+63.3%
ISRG vs ALHC
+21.9%
+41.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.3% |
| 7D | +4.8% | +1.0% | +3.8% | +4.8% |
| 30D | +9.2% | -14.2% | +23.4% | +9.6% |
| 3M | +21.2% | -45.1% | +66.3% | +22.7% |
| 6M | +0.2% | -59.5% | +59.8% | +1.9% |
| YTD | -20.1% | -62.8% | +42.8% | -18.7% |
| 1Y | -17.3% | -55.5% | +38.1% | -16.2% |
| 3Y | +63.3% | +25.7% | +37.6% | +53.4% |
| All | +63.3% | +21.9% | +41.4% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling