-10.5%
ISRG vs JBL
+20.8%
-31.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.8% | +14.2% | +9.4% |
| 7D | +8.5% | -11.1% | +19.7% | +8.7% |
| 30D | +18.6% | -14.1% | +32.7% | +18.8% |
| 3M | +30.9% | -23.9% | +54.8% | +31.5% |
| 6M | +6.6% | -24.1% | +30.7% | +5.5% |
| YTD | -14.9% | +13.5% | -28.4% | -21.4% |
| 1Y | -10.5% | +23.7% | -34.3% | -20.1% |
| All | -10.5% | +20.8% | -31.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling