+3.8%
ISRG vs ALLY
-8.5%
+12.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.0% |
| 7D | +4.4% | -1.1% | +5.5% | +5.0% |
| 30D | +15.8% | +4.2% | +11.6% | +13.3% |
| 3M | +24.9% | -12.4% | +37.3% | +34.9% |
| 6M | +3.8% | -8.7% | +12.5% | +10.1% |
| All | +3.8% | -8.5% | +12.3% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling