+705.9%
ISRG vs ALLY
+124.8%
+581.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | +3.7% | -5.3% | -2.7% |
| 30D | -2.3% | -2.3% | 0.0% | -1.6% |
| 3M | -12.4% | +3.8% | -16.3% | -13.4% |
| 6M | -26.8% | +9.7% | -36.5% | -29.0% |
| YTD | -35.3% | -1.4% | -33.8% | -35.2% |
| 1Y | -19.3% | +8.2% | -27.6% | -21.7% |
| 3Y | +18.1% | +66.5% | -48.3% | -2.5% |
| 5Y | +2.6% | +1.2% | +1.4% | -4.8% |
| 10Y | +379.4% | +191.4% | +188.0% | +201.9% |
| All | +705.9% | +124.8% | +581.0% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling