+12,874.4%
ISRG vs ILMN
+1,331.5%
+11,542.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -1.3% |
| 7D | +4.4% | -28.3% | +32.7% | +10.7% |
| 30D | +15.8% | -24.0% | +39.7% | +21.1% |
| 3M | +24.9% | +4.1% | +20.8% | +22.4% |
| 6M | +3.8% | +49.6% | -45.8% | -5.5% |
| YTD | -17.3% | +58.6% | -75.9% | -26.0% |
| 1Y | -14.6% | +69.9% | -84.5% | -24.6% |
| 3Y | +68.2% | +82.9% | -14.7% | +41.1% |
| 5Y | +28.4% | -47.6% | +76.0% | +33.9% |
| 10Y | +528.0% | +58.8% | +469.2% | +440.9% |
| All | +12,874.4% | +1,331.5% | +11,542.9% | +6,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling