+536.3%
ISRG vs ALLE
+233.6%
+302.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.3% |
| 7D | +5.4% | -0.6% | +6.1% | +5.8% |
| 30D | +8.6% | +26.6% | -18.0% | -3.6% |
| 3M | +21.6% | +13.2% | +8.4% | +13.8% |
| 6M | +2.3% | +42.9% | -40.5% | -15.2% |
| YTD | -18.7% | +21.0% | -39.7% | -27.5% |
| 1Y | -17.8% | +15.2% | -32.9% | -24.8% |
| 3Y | +69.1% | +95.6% | -26.5% | +11.2% |
| 5Y | +26.5% | +53.4% | -26.9% | -6.3% |
| 10Y | +536.3% | +221.5% | +314.8% | +233.5% |
| All | +536.3% | +233.6% | +302.6% | +233.5% |
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