+17.4%
ISRG vs HPE
+250.0%
-232.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.3% | -5.6% |
| 7D | -5.2% | +10.1% | -15.3% | -6.6% |
| 30D | -7.6% | +5.3% | -12.8% | -8.5% |
| 3M | -16.4% | +12.7% | -29.0% | -18.4% |
| 6M | -28.6% | +167.7% | -196.2% | -44.5% |
| YTD | -38.2% | +135.5% | -173.6% | -50.4% |
| 1Y | -25.5% | +143.4% | -168.9% | -41.2% |
| 3Y | +17.4% | +249.2% | -231.8% | -19.2% |
| All | +17.4% | +250.0% | -232.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling