+10,054.8%
ISRG vs ILMN
+1,401.8%
+8,653.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -2.3% | +9.2% | -11.4% | -4.1% |
| 3M | -12.4% | +29.8% | -42.3% | -17.1% |
| 6M | -26.8% | +69.2% | -96.0% | -34.4% |
| YTD | -35.3% | +66.4% | -101.6% | -42.0% |
| 1Y | -19.3% | +123.4% | -142.7% | -32.4% |
| 3Y | +18.1% | +33.2% | -15.0% | +6.3% |
| 5Y | +2.6% | -52.0% | +54.6% | +9.8% |
| 10Y | +379.4% | +33.6% | +345.8% | +324.7% |
| All | +10,054.8% | +1,401.8% | +8,653.0% | +4,810.7% |
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