-21.4%
ISRG vs BABA
-37.8%
+16.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -6.8% | -3.6% | -3.2% | -6.4% |
| 30D | +5.1% | -8.4% | +13.5% | +6.0% |
| 3M | +12.0% | -20.6% | +32.6% | +14.2% |
| 6M | +7.0% | -25.4% | +32.4% | +9.8% |
| YTD | -20.6% | -30.1% | +9.5% | -18.3% |
| 1Y | -21.4% | -36.3% | +14.9% | -18.7% |
| All | -21.4% | -37.8% | +16.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling