+589.8%
ISRG vs HPE
+545.6%
+44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.6% | +0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -2.3% | -2.3% | 0.0% | -2.0% |
| 3M | -12.4% | -2.9% | -9.6% | -13.2% |
| 6M | -26.8% | +143.6% | -170.4% | -48.0% |
| YTD | -35.3% | +118.5% | -153.8% | -52.4% |
| 1Y | -19.3% | +129.2% | -148.5% | -42.2% |
| 3Y | +18.1% | +212.5% | -194.4% | -27.9% |
| 5Y | +2.6% | +286.9% | -284.3% | -43.4% |
| 10Y | +379.4% | +432.3% | -52.9% | +124.1% |
| All | +589.8% | +545.6% | +44.2% | +198.3% |
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