+28.4%
ISRG vs ALLY
-7.4%
+35.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | +15.8% | +4.2% | +11.6% | +14.3% |
| 3M | +24.9% | -12.4% | +37.3% | +30.2% |
| 6M | +3.8% | -8.7% | +12.5% | +6.8% |
| YTD | -17.3% | -11.6% | -5.6% | -14.2% |
| 1Y | -14.6% | +0.2% | -14.7% | -14.9% |
| 3Y | +68.2% | +57.1% | +11.1% | +39.9% |
| 5Y | +28.4% | -6.8% | +35.2% | +29.2% |
| All | +28.4% | -7.4% | +35.8% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling