+500.7%
ISRG vs BABA
+16.2%
+484.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.6% |
| 7D | +4.8% | +11.6% | -6.8% | +2.3% |
| 30D | +9.2% | +2.3% | +6.9% | +8.6% |
| 3M | +21.2% | -13.7% | +34.9% | +24.7% |
| 6M | +0.2% | -21.9% | +22.1% | +5.1% |
| YTD | -20.1% | -24.6% | +4.6% | -16.2% |
| 1Y | -17.3% | -34.1% | +16.8% | -10.8% |
| 3Y | +63.3% | +36.3% | +27.1% | +41.5% |
| 5Y | +24.1% | -26.7% | +50.8% | +21.1% |
| All | +500.7% | +16.2% | +484.5% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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