+550.7%
ISRG vs JBL
+1,199.1%
-648.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.3% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +5.1% | -17.0% | +22.1% | +11.1% |
| 3M | +12.0% | -27.4% | +39.4% | +22.9% |
| 6M | +7.0% | -29.1% | +36.1% | +16.3% |
| YTD | -20.6% | +13.6% | -34.3% | -29.2% |
| 1Y | -21.4% | +22.8% | -44.2% | -32.3% |
| 3Y | +62.0% | +103.0% | -41.0% | +6.8% |
| 5Y | +28.1% | +307.4% | -279.2% | -40.8% |
| 10Y | +550.7% | +1,173.9% | -623.2% | +91.2% |
| All | +550.7% | +1,199.1% | -648.4% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling