+536.3%
ISRG vs JCI
+303.0%
+233.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | -0.3% |
| 7D | +5.4% | -3.4% | +8.8% | +6.4% |
| 30D | +8.6% | -10.1% | +18.8% | +12.7% |
| 3M | +21.6% | -6.8% | +28.4% | +23.5% |
| 6M | +2.3% | +2.0% | +0.4% | -1.6% |
| YTD | -18.7% | +19.2% | -37.9% | -28.4% |
| 1Y | -17.8% | +16.7% | -34.5% | -26.8% |
| 3Y | +69.1% | +194.3% | -125.2% | -8.9% |
| 5Y | +26.5% | +103.0% | -76.6% | -19.2% |
| 10Y | +536.3% | +301.7% | +234.5% | +156.0% |
| All | +536.3% | +303.0% | +233.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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