+386.2%
ISRG vs JHX
+106.3%
+279.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +0.7% | -6.3% | +7.0% | +2.5% |
| 30D | -8.0% | -7.7% | -0.3% | -6.0% |
| 3M | -10.6% | +19.2% | -29.8% | -15.3% |
| 6M | -25.1% | +38.3% | -63.4% | -32.7% |
| YTD | -34.8% | +37.2% | -72.0% | -41.6% |
| 1Y | -19.0% | +42.3% | -61.3% | -28.9% |
| 3Y | +22.1% | -4.4% | +26.5% | +9.2% |
| 5Y | +8.2% | -26.4% | +34.6% | +3.5% |
| All | +386.2% | +106.3% | +279.9% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling