-19.0%
ISRG vs HCA
+8.6%
-27.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +1.9% |
| 7D | +0.7% | +5.4% | -4.7% | -1.2% |
| 30D | -8.0% | +3.0% | -11.0% | -9.0% |
| 3M | -10.6% | +13.0% | -23.6% | -13.8% |
| 6M | -25.1% | -20.3% | -4.8% | -24.0% |
| YTD | -34.8% | -8.2% | -26.6% | -35.4% |
| 1Y | -19.0% | +6.7% | -25.7% | -26.1% |
| All | -19.0% | +8.6% | -27.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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