+17,983.8%
ISRG vs JCI
+204.6%
+17,779.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.4% |
| 7D | -1.6% | +3.8% | -5.4% | -2.8% |
| 30D | -2.3% | -5.7% | +3.4% | -0.6% |
| 3M | -12.4% | -1.4% | -11.0% | -12.6% |
| 6M | -26.8% | +4.1% | -31.0% | -28.6% |
| YTD | -35.3% | +21.7% | -57.0% | -40.1% |
| 1Y | -19.3% | +36.1% | -55.5% | -28.1% |
| 3Y | +18.1% | +154.4% | -136.3% | -14.4% |
| 5Y | +2.6% | +112.0% | -109.4% | -21.7% |
| 10Y | +379.4% | +322.2% | +57.2% | +191.6% |
| All | +17,983.8% | +204.6% | +17,779.3% | +9,372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling