-23.2%
ISRG vs ILMN
+70.7%
-93.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -2.0% |
| 7D | -6.1% | +0.7% | -6.9% | -6.2% |
| 30D | +4.2% | -22.7% | +27.0% | +6.4% |
| 3M | +9.6% | +8.6% | +1.0% | +7.6% |
| 6M | +1.9% | +43.8% | -42.0% | -4.2% |
| YTD | -22.3% | +59.8% | -82.1% | -28.7% |
| 1Y | -23.2% | +71.8% | -94.9% | -30.3% |
| All | -23.2% | +70.7% | -93.8% | -30.3% |
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 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