+69.0%
ISRG vs ALK
+15.2%
+53.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.1% |
| 7D | +4.4% | +7.1% | -2.7% | +2.8% |
| 30D | +15.8% | -3.0% | +18.7% | +16.3% |
| 3M | +24.9% | -25.6% | +50.5% | +32.9% |
| 6M | +3.8% | +0.5% | +3.3% | +2.7% |
| YTD | -17.3% | -23.1% | +5.8% | -14.2% |
| 1Y | -14.6% | -7.5% | -7.0% | -15.4% |
| All | +69.0% | +15.2% | +53.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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