-1.0%
ISRG vs HCA
+73.0%
-74.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -1.2% |
| 7D | -5.0% | +4.9% | -9.9% | -7.0% |
| 30D | -10.2% | +1.9% | -12.1% | -11.1% |
| 3M | -17.2% | +12.7% | -29.9% | -21.4% |
| 6M | -28.4% | -22.3% | -6.1% | -21.0% |
| YTD | -37.6% | -9.3% | -28.3% | -36.0% |
| 1Y | -24.4% | +2.7% | -27.2% | -27.0% |
| 3Y | +18.4% | +57.8% | -39.4% | -10.6% |
| 5Y | -1.0% | +70.3% | -71.3% | -30.5% |
| All | -1.0% | +73.0% | -74.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling