+973.0%
ISRG vs ALLE
+331.3%
+641.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.4% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +15.8% | +20.6% | -4.8% | +5.4% |
| 3M | +24.9% | +11.4% | +13.5% | +18.0% |
| 6M | +3.8% | +42.5% | -38.8% | -13.5% |
| YTD | -17.3% | +18.9% | -36.2% | -25.4% |
| 1Y | -14.6% | +14.2% | -28.8% | -21.4% |
| 3Y | +68.2% | +90.7% | -22.5% | +14.4% |
| 5Y | +28.4% | +52.5% | -24.1% | -3.4% |
| 10Y | +528.0% | +231.2% | +296.8% | +216.9% |
| All | +973.0% | +331.3% | +641.7% | +359.6% |
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