+17,601.3%
ISRG vs JHX
+2,279.7%
+15,321.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.7% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | -10.2% | -5.0% | -5.2% | -9.1% |
| 3M | -17.2% | +24.5% | -41.6% | -22.1% |
| 6M | -28.4% | +34.9% | -63.3% | -34.7% |
| YTD | -37.6% | +39.3% | -77.0% | -43.8% |
| 1Y | -24.4% | +48.6% | -73.0% | -33.6% |
| 3Y | +18.4% | -2.0% | +20.5% | +7.9% |
| 5Y | -1.0% | -24.4% | +23.4% | -5.0% |
| 10Y | +370.1% | +109.4% | +260.7% | +224.9% |
| All | +17,601.3% | +2,279.7% | +15,321.6% | +6,426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling