+26.5%
ISRG vs ILMN
-43.3%
+69.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.9% |
| 7D | +5.4% | -2.6% | +8.0% | +5.8% |
| 30D | +8.6% | -20.6% | +29.3% | +13.9% |
| 3M | +21.6% | +17.5% | +4.1% | +14.4% |
| 6M | +2.3% | +55.6% | -53.3% | -11.3% |
| YTD | -18.7% | +68.3% | -87.0% | -31.6% |
| 1Y | -17.8% | +81.1% | -98.9% | -32.4% |
| 3Y | +69.1% | +112.2% | -43.1% | +22.6% |
| 5Y | +26.5% | -42.6% | +69.1% | +52.0% |
| All | +26.5% | -43.3% | +69.8% | +52.0% |
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