+739.8%
ISRG vs ALLE
+260.9%
+479.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -12.4% | +21.0% | -33.5% | -20.7% |
| 6M | -26.8% | +1.1% | -27.9% | -27.8% |
| YTD | -35.3% | -0.5% | -34.7% | -36.1% |
| 1Y | -19.3% | -7.3% | -12.1% | -17.9% |
| 3Y | +18.1% | +42.3% | -24.1% | -6.6% |
| 5Y | +2.6% | +13.5% | -10.8% | -10.3% |
| 10Y | +379.4% | +144.0% | +235.4% | +178.9% |
| All | +739.8% | +260.9% | +479.0% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling