+500.7%
ISRG vs ILMN
+60.6%
+440.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.8% | -4.2% |
| 7D | +4.8% | -9.7% | +14.5% | +7.9% |
| 30D | +9.2% | -20.4% | +29.6% | +16.1% |
| 3M | +21.2% | +10.0% | +11.1% | +14.2% |
| 6M | +0.2% | +49.5% | -49.2% | -15.8% |
| YTD | -20.1% | +62.5% | -82.5% | -35.6% |
| 1Y | -17.3% | +76.0% | -93.3% | -35.4% |
| 3Y | +63.3% | +94.2% | -30.9% | +12.3% |
| 5Y | +24.1% | -46.3% | +70.4% | +42.0% |
| All | +500.7% | +60.6% | +440.1% | +363.3% |
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