+7.7%
ISRG vs JHX
-27.7%
+35.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +0.7% | -6.3% | +7.0% | +2.1% |
| 30D | -8.0% | -7.7% | -0.3% | -6.4% |
| 3M | -10.6% | +19.2% | -29.8% | -14.2% |
| 6M | -25.1% | +38.3% | -63.4% | -30.9% |
| YTD | -34.8% | +37.2% | -72.0% | -40.0% |
| 1Y | -19.0% | +42.3% | -61.3% | -26.6% |
| 3Y | +22.1% | -4.4% | +26.5% | +9.7% |
| All | +7.7% | -27.7% | +35.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling