+602.9%
ISRG vs BABA
+29.8%
+573.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.6% |
| 30D | -2.3% | -11.9% | +9.6% | +0.2% |
| 3M | -12.4% | -9.3% | -3.2% | -11.0% |
| 6M | -26.8% | -14.2% | -12.6% | -25.0% |
| YTD | -35.3% | -22.0% | -13.2% | -32.6% |
| 1Y | -19.3% | -12.7% | -6.6% | -18.7% |
| 3Y | +18.1% | +26.7% | -8.5% | +5.0% |
| 5Y | +2.6% | -29.3% | +32.0% | 0.0% |
| 10Y | +379.4% | +21.2% | +358.2% | +296.6% |
| All | +602.9% | +29.8% | +573.1% | +454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling