+550.7%
ISRG vs ALLY
+182.4%
+368.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -6.8% | -2.8% | -4.0% | -5.9% |
| 30D | +5.1% | +1.9% | +3.2% | +4.6% |
| 3M | +12.0% | -12.1% | +24.2% | +16.7% |
| 6M | +7.0% | -9.0% | +16.0% | +10.2% |
| YTD | -20.6% | -12.9% | -7.7% | -17.3% |
| 1Y | -21.4% | -0.1% | -21.4% | -21.7% |
| 3Y | +62.0% | +64.6% | -2.6% | +33.0% |
| 5Y | +28.1% | -10.1% | +38.2% | +23.7% |
| 10Y | +550.7% | +176.7% | +374.0% | +331.4% |
| All | +550.7% | +182.4% | +368.3% | +331.4% |
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