+23.9%
ISRG vs ALHC
-64.2%
+88.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.7% |
| 30D | +9.2% | -14.2% | +23.4% | +10.6% |
| 3M | +21.2% | -45.1% | +66.3% | +27.3% |
| 6M | +0.2% | -59.5% | +59.8% | +7.2% |
| YTD | -20.1% | -62.8% | +42.8% | -14.2% |
| 1Y | -17.3% | -55.5% | +38.1% | -13.1% |
| 3Y | +63.3% | +25.7% | +37.6% | +40.3% |
| All | +23.9% | -64.2% | +88.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling