+21,593.2%
ISRG vs JBL
+591.5%
+21,001.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.2% |
| 7D | -6.1% | +10.0% | -16.1% | -8.2% |
| 30D | +4.2% | -18.2% | +22.4% | +8.6% |
| 3M | +9.6% | -29.0% | +38.6% | +17.3% |
| 6M | +1.9% | -25.9% | +27.7% | +6.8% |
| YTD | -22.3% | +14.1% | -36.4% | -27.1% |
| 1Y | -23.2% | +21.7% | -44.8% | -29.1% |
| 3Y | +58.5% | +103.8% | -45.3% | +25.8% |
| 5Y | +23.9% | +310.0% | -286.1% | -17.2% |
| 10Y | +536.7% | +1,179.2% | -642.4% | +224.8% |
| All | +21,593.2% | +591.5% | +21,001.7% | +8,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling