+536.3%
ISRG vs ALLY
+201.0%
+335.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +5.4% | -0.2% | +5.6% | +5.6% |
| 30D | +8.6% | +3.4% | +5.2% | +7.6% |
| 3M | +21.6% | -11.1% | +32.6% | +26.2% |
| 6M | +2.3% | -11.5% | +13.8% | +6.4% |
| YTD | -18.7% | -12.3% | -6.3% | -15.5% |
| 1Y | -17.8% | +1.1% | -18.9% | -18.4% |
| 3Y | +69.1% | +64.8% | +4.3% | +38.9% |
| 5Y | +26.5% | -6.9% | +33.3% | +20.7% |
| 10Y | +536.3% | +194.9% | +341.3% | +336.9% |
| All | +536.3% | +201.0% | +335.2% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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