+17,983.8%
ISRG vs JBL
+726.1%
+17,257.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.3% |
| 30D | -2.3% | -8.3% | +6.0% | -0.6% |
| 3M | -12.4% | -16.9% | +4.5% | -9.6% |
| 6M | -26.8% | +21.8% | -48.6% | -31.5% |
| YTD | -35.3% | +36.3% | -71.6% | -41.2% |
| 1Y | -19.3% | +49.5% | -68.8% | -28.7% |
| 3Y | +18.1% | +170.6% | -152.5% | -11.9% |
| 5Y | +2.6% | +408.4% | -405.7% | -34.3% |
| 10Y | +379.4% | +1,450.4% | -1,071.0% | +135.8% |
| All | +17,983.8% | +726.1% | +17,257.7% | +6,562.3% |
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 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