+537.3%
ISRG vs ILMN
+64.4%
+472.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.4% |
| 7D | +2.1% | -9.8% | +11.9% | +5.2% |
| 30D | +6.2% | -22.7% | +28.9% | +14.0% |
| 3M | +14.4% | +12.1% | +2.3% | +7.2% |
| 6M | 0.0% | +51.5% | -51.5% | -16.4% |
| YTD | -20.5% | +63.9% | -84.4% | -36.2% |
| 1Y | -21.9% | +76.6% | -98.5% | -39.1% |
| 3Y | +62.2% | +124.6% | -62.4% | +5.1% |
| 5Y | +25.2% | -42.7% | +67.9% | +39.2% |
| 10Y | +537.3% | +59.7% | +477.7% | +396.4% |
| All | +537.3% | +64.4% | +472.9% | +396.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling