+500.7%
ISRG vs ALLE
+222.4%
+278.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.9% |
| 7D | +4.8% | -0.6% | +5.4% | +5.2% |
| 30D | +9.2% | +25.3% | -16.1% | -2.5% |
| 3M | +21.2% | +10.3% | +10.9% | +14.9% |
| 6M | +0.2% | +38.0% | -37.8% | -15.5% |
| YTD | -20.1% | +17.8% | -37.8% | -27.8% |
| 1Y | -17.3% | +13.6% | -30.9% | -24.0% |
| 3Y | +63.3% | +89.2% | -25.9% | +9.4% |
| 5Y | +24.1% | +51.1% | -27.0% | -7.4% |
| All | +500.7% | +222.4% | +278.2% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling