+500.7%
ISRG vs ALLY
+189.4%
+311.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | +4.8% | +0.9% | +3.9% | +4.6% |
| 30D | +9.2% | +3.1% | +6.1% | +8.3% |
| 3M | +21.2% | -12.6% | +33.7% | +26.4% |
| 6M | +0.2% | -12.4% | +12.7% | +4.5% |
| YTD | -20.1% | -13.2% | -6.9% | -16.7% |
| 1Y | -17.3% | +1.8% | -19.2% | -18.1% |
| 3Y | +63.3% | +58.0% | +5.3% | +36.1% |
| 5Y | +24.1% | -8.4% | +32.5% | +19.1% |
| All | +500.7% | +189.4% | +311.3% | +331.7% |
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