+537.3%
ISRG vs BABA
+11.0%
+526.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.7% |
| 7D | +2.1% | +2.4% | -0.2% | +1.6% |
| 30D | +6.2% | -7.8% | +13.9% | +8.0% |
| 3M | +14.4% | -22.4% | +36.8% | +20.5% |
| 6M | 0.0% | -26.0% | +26.0% | +6.0% |
| YTD | -20.5% | -29.3% | +8.7% | -15.6% |
| 1Y | -21.9% | -37.5% | +15.6% | -14.8% |
| 3Y | +62.2% | +31.9% | +30.3% | +41.4% |
| 5Y | +25.2% | -33.4% | +58.6% | +25.4% |
| 10Y | +537.3% | +15.7% | +521.6% | +429.7% |
| All | +537.3% | +11.0% | +526.3% | +429.7% |
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