+550.7%
ISRG vs BABA
+14.9%
+535.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -6.8% | -3.6% | -3.2% | -6.1% |
| 30D | +5.1% | -8.4% | +13.5% | +7.1% |
| 3M | +12.0% | -20.6% | +32.6% | +17.4% |
| 6M | +7.0% | -25.4% | +32.4% | +13.2% |
| YTD | -20.6% | -30.1% | +9.5% | -15.4% |
| 1Y | -21.4% | -36.3% | +14.9% | -14.7% |
| 3Y | +62.0% | +30.4% | +31.6% | +41.7% |
| 5Y | +28.1% | -35.7% | +63.9% | +29.9% |
| 10Y | +550.7% | +16.0% | +534.7% | +444.6% |
| All | +550.7% | +14.9% | +535.8% | +444.6% |
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