+751.8%
ISRG vs HPE
+457.3%
+294.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.7% |
| 7D | +4.8% | -18.7% | +23.5% | +10.2% |
| 30D | +9.2% | -37.9% | +47.1% | +22.8% |
| 3M | +21.2% | -14.4% | +35.6% | +22.7% |
| 6M | +0.2% | +48.2% | -48.0% | -17.9% |
| YTD | -20.1% | +88.6% | -108.7% | -40.4% |
| 1Y | -17.3% | +94.8% | -112.1% | -39.3% |
| 3Y | +63.3% | +202.7% | -139.4% | -3.1% |
| 5Y | +24.1% | +231.6% | -207.6% | -30.3% |
| 10Y | +507.0% | +361.9% | +145.0% | +187.6% |
| All | +751.8% | +457.3% | +294.5% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling