+28.4%
ISRG vs ALK
-33.9%
+62.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.9% |
| 7D | +4.4% | +7.1% | -2.7% | +2.4% |
| 30D | +15.8% | -3.0% | +18.7% | +16.5% |
| 3M | +24.9% | -25.6% | +50.5% | +35.0% |
| 6M | +3.8% | +0.5% | +3.3% | +2.2% |
| YTD | -17.3% | -23.1% | +5.8% | -13.4% |
| 1Y | -14.6% | -7.5% | -7.0% | -15.9% |
| 3Y | +68.2% | +15.3% | +52.9% | +42.4% |
| 5Y | +28.4% | -34.8% | +63.2% | +34.0% |
| All | +28.4% | -33.9% | +62.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling