+539.2%
ISRG vs ALLE
+211.7%
+327.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -2.0% | +3.6% | -5.6% | -3.7% |
| 30D | +5.6% | +25.9% | -20.3% | -6.0% |
| 3M | +10.5% | +15.8% | -5.2% | +2.4% |
| 6M | +2.6% | +48.1% | -45.5% | -16.6% |
| YTD | -21.7% | +22.0% | -43.6% | -30.5% |
| 1Y | -21.6% | +18.0% | -39.6% | -29.2% |
| 3Y | +57.0% | +93.1% | -36.0% | +3.9% |
| 5Y | +25.0% | +52.1% | -27.1% | -7.0% |
| All | +539.2% | +211.7% | +327.5% | +228.8% |
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