+386.2%
ISRG vs JBL
+1,558.3%
-1,172.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +0.7% |
| 7D | +0.7% | +2.4% | -1.8% | -0.2% |
| 30D | -8.0% | -13.1% | +5.1% | -3.8% |
| 3M | -10.6% | -15.6% | +5.0% | -6.7% |
| 6M | -25.1% | +24.6% | -49.7% | -33.5% |
| YTD | -34.8% | +39.6% | -74.4% | -45.0% |
| 1Y | -19.0% | +48.6% | -67.6% | -34.0% |
| 3Y | +22.1% | +197.3% | -175.2% | -30.2% |
| 5Y | +8.2% | +413.0% | -404.8% | -53.0% |
| All | +386.2% | +1,558.3% | -1,172.2% | +36.1% |
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 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