-10.5%
ISRG vs ILMN
+92.1%
-102.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.9% | +14.3% | +9.7% |
| 7D | +8.5% | -21.6% | +30.1% | +10.8% |
| 30D | +18.6% | -22.9% | +41.5% | +21.3% |
| 3M | +30.9% | +11.6% | +19.3% | +28.4% |
| 6M | +6.6% | +62.5% | -56.0% | -1.3% |
| YTD | -14.9% | +72.7% | -87.6% | -22.5% |
| 1Y | -10.5% | +93.9% | -104.4% | -21.2% |
| All | -10.5% | +92.1% | -102.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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