+25.5%
ISRG vs ILMN
-44.7%
+70.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | -2.0% | -2.9% | +0.8% | -1.3% |
| 30D | +5.6% | -23.8% | +29.4% | +11.7% |
| 3M | +10.5% | +7.5% | +3.1% | +6.3% |
| 6M | +2.6% | +42.8% | -40.1% | -9.1% |
| YTD | -21.7% | +57.8% | -79.5% | -33.1% |
| 1Y | -21.6% | +72.6% | -94.2% | -34.8% |
| 3Y | +57.0% | +129.3% | -72.3% | +10.0% |
| All | +25.5% | -44.7% | +70.1% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling