+2.0%
ISRG vs ILMN
-51.8%
+53.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -2.3% | +9.2% | -11.4% | -4.8% |
| 3M | -12.4% | +29.8% | -42.3% | -18.9% |
| 6M | -26.8% | +69.2% | -96.0% | -37.2% |
| YTD | -35.3% | +66.4% | -101.6% | -44.6% |
| 1Y | -19.3% | +123.4% | -142.7% | -37.5% |
| 3Y | +18.1% | +33.2% | -15.0% | +3.7% |
| All | +2.0% | -51.8% | +53.9% | +34.2% |
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