+2.0%
ISRG vs ALLE
+13.7%
-11.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -6.8% | +4.5% | +0.5% |
| 3M | -12.4% | +21.0% | -33.5% | -19.4% |
| 6M | -26.8% | +1.1% | -27.9% | -27.6% |
| YTD | -35.3% | -0.5% | -34.7% | -36.0% |
| 1Y | -19.3% | -7.3% | -12.1% | -18.0% |
| 3Y | +18.1% | +42.3% | -24.1% | -5.5% |
| All | +2.0% | +13.7% | -11.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling