+356.0%
ISRG vs JCI
+328.4%
+27.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.0% |
| 7D | -5.2% | +5.1% | -10.3% | -7.3% |
| 30D | -7.6% | -3.8% | -3.7% | -6.1% |
| 3M | -16.4% | +1.9% | -18.2% | -17.9% |
| 6M | -28.6% | +11.2% | -39.8% | -33.3% |
| YTD | -38.2% | +22.9% | -61.1% | -45.5% |
| 1Y | -25.5% | +37.4% | -62.9% | -38.2% |
| 3Y | +17.4% | +167.8% | -150.4% | -32.1% |
| 5Y | -3.0% | +115.0% | -118.0% | -38.6% |
| 10Y | +356.0% | +325.3% | +30.7% | +88.4% |
| All | +356.0% | +328.4% | +27.5% | +88.4% |
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