-10.5%
ISRG vs HPE
+113.0%
-123.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.7% | +15.1% | +9.0% |
| 7D | +8.5% | -17.0% | +25.5% | +7.6% |
| 30D | +18.6% | -26.7% | +45.3% | +17.0% |
| 3M | +30.9% | -4.1% | +35.1% | +30.7% |
| 6M | +6.6% | +75.4% | -68.8% | +2.7% |
| YTD | -14.9% | +111.0% | -125.9% | -20.0% |
| 1Y | -10.5% | +116.4% | -127.0% | -16.2% |
| All | -10.5% | +113.0% | -123.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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