+23.4%
ISRG vs JCI
+165.5%
-142.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.4% |
| 7D | -1.6% | +3.8% | -5.4% | -2.6% |
| 30D | -2.3% | -5.7% | +3.4% | -0.7% |
| 3M | -12.4% | -1.4% | -11.0% | -12.6% |
| 6M | -26.8% | +4.1% | -31.0% | -28.7% |
| YTD | -35.3% | +21.7% | -57.0% | -40.8% |
| 1Y | -19.3% | +36.1% | -55.5% | -30.0% |
| All | +23.4% | +165.5% | -142.2% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling