+28.1%
ISRG vs JBL
+310.5%
-282.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +5.1% | -17.0% | +22.1% | +9.7% |
| 3M | +12.0% | -27.4% | +39.4% | +20.4% |
| 6M | +7.0% | -29.1% | +36.1% | +14.2% |
| YTD | -20.6% | +13.6% | -34.3% | -28.5% |
| 1Y | -21.4% | +22.8% | -44.2% | -31.3% |
| 3Y | +62.0% | +103.0% | -41.0% | +10.7% |
| 5Y | +28.1% | +307.4% | -279.2% | -44.8% |
| All | +28.1% | +310.5% | -282.3% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling