+374.7%
ISRG vs HPQ
+231.8%
+142.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -2.5% | +3.5% | -6.0% | -3.7% |
| 30D | -10.2% | +13.7% | -23.8% | -14.4% |
| 3M | -12.5% | +33.9% | -46.4% | -22.0% |
| 6M | -25.8% | +80.9% | -106.7% | -42.5% |
| YTD | -36.4% | +52.6% | -88.9% | -47.4% |
| 1Y | -19.9% | +21.2% | -41.1% | -28.0% |
| 3Y | +20.9% | +26.9% | -6.0% | +1.9% |
| 5Y | +5.7% | +41.1% | -35.5% | -17.8% |
| All | +374.7% | +231.8% | +142.9% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HPQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling