+28.4%
ISRG vs BABA
-30.3%
+58.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.5% | -3.2% |
| 7D | +4.4% | +8.6% | -4.2% | +3.1% |
| 30D | +15.8% | -1.1% | +16.8% | +15.9% |
| 3M | +24.9% | -15.9% | +40.8% | +27.8% |
| 6M | +3.8% | -17.5% | +21.3% | +6.3% |
| YTD | -17.3% | -25.6% | +8.3% | -14.4% |
| 1Y | -14.6% | -33.8% | +19.2% | -10.1% |
| 3Y | +68.2% | +34.6% | +33.6% | +54.1% |
| 5Y | +28.4% | -27.7% | +56.0% | +25.1% |
| All | +28.4% | -30.3% | +58.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling