+59.1%
ISRG vs HCA
+121.7%
-62.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.8% | -0.9% | -5.8% | -6.5% |
| 30D | +5.1% | +10.3% | -5.2% | +1.9% |
| 3M | +12.0% | +23.2% | -11.2% | +4.9% |
| 6M | +7.0% | +19.1% | -12.1% | +0.7% |
| YTD | -20.6% | +9.0% | -29.6% | -24.2% |
| 1Y | -21.4% | +10.2% | -31.6% | -25.3% |
| All | +59.1% | +121.7% | -62.6% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling