-10.5%
ISRG vs JHX
+44.7%
-55.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +7.7% |
| 7D | +8.5% | +13.3% | -4.7% | +6.0% |
| 30D | +18.6% | +17.1% | +1.5% | +15.1% |
| 3M | +30.9% | +4.1% | +26.8% | +29.6% |
| 6M | +6.6% | +48.5% | -41.9% | -0.2% |
| YTD | -14.9% | +42.3% | -57.1% | -20.1% |
| 1Y | -10.5% | +47.4% | -57.9% | -16.2% |
| All | -10.5% | +44.7% | -55.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling