+5.7%
ISRG vs ALNY
+30.0%
-24.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.8% |
| 7D | -2.5% | -6.4% | +3.9% | -1.4% |
| 30D | -10.2% | +11.9% | -22.1% | -12.0% |
| 3M | -12.5% | -15.0% | +2.5% | -11.0% |
| 6M | -25.8% | -23.2% | -2.6% | -23.2% |
| YTD | -36.4% | -37.8% | +1.4% | -31.9% |
| 1Y | -19.9% | -47.3% | +27.4% | -12.2% |
| 3Y | +20.9% | +22.9% | -2.0% | +11.7% |
| 5Y | +5.7% | +30.6% | -24.9% | -9.3% |
| All | +5.7% | +30.0% | -24.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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