+22,229.9%
ISRG vs JCI
+184.5%
+22,045.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.2% |
| 7D | +4.8% | -9.4% | +14.2% | +7.7% |
| 30D | +9.2% | -13.4% | +22.6% | +13.4% |
| 3M | +21.2% | -12.4% | +33.5% | +24.9% |
| 6M | +0.2% | -5.1% | +5.4% | 0.0% |
| YTD | -20.1% | +13.7% | -33.8% | -25.1% |
| 1Y | -17.3% | +11.4% | -28.8% | -22.1% |
| 3Y | +63.3% | +175.9% | -112.6% | +14.5% |
| 5Y | +24.1% | +98.4% | -74.3% | -4.2% |
| 10Y | +507.0% | +311.2% | +195.8% | +269.9% |
| All | +22,229.9% | +184.5% | +22,045.3% | +11,739.8% |
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