+2.0%
ISRG vs JCI
+113.2%
-111.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.6% |
| 7D | -1.6% | +3.8% | -5.4% | -3.2% |
| 30D | -2.3% | -5.7% | +3.4% | 0.0% |
| 3M | -12.4% | -1.4% | -11.0% | -12.7% |
| 6M | -26.8% | +4.1% | -31.0% | -29.4% |
| YTD | -35.3% | +21.7% | -57.0% | -42.6% |
| 1Y | -19.3% | +36.1% | -55.5% | -33.0% |
| 3Y | +18.1% | +154.4% | -136.3% | -31.7% |
| All | +2.0% | +113.2% | -111.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling