+17.4%
ISRG vs JBL
+189.9%
-172.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | +4.4% | -9.6% | -5.8% |
| 30D | -7.6% | -8.4% | +0.9% | -6.5% |
| 3M | -16.4% | -14.2% | -2.2% | -14.9% |
| 6M | -28.6% | +29.6% | -58.2% | -33.8% |
| YTD | -38.2% | +37.1% | -75.3% | -43.6% |
| 1Y | -25.5% | +49.5% | -75.0% | -33.7% |
| 3Y | +17.4% | +192.7% | -175.3% | -11.3% |
| All | +17.4% | +189.9% | -172.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling