-24.4%
ISRG vs LEN
-41.8%
+17.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -5.0% | -3.4% | -1.6% | -4.4% |
| 30D | -10.2% | -5.7% | -4.5% | -9.2% |
| 3M | -17.2% | -12.2% | -5.0% | -15.7% |
| 6M | -28.4% | -18.3% | -10.2% | -27.1% |
| YTD | -37.6% | -20.2% | -17.4% | -36.8% |
| 1Y | -24.4% | -40.1% | +15.6% | -20.3% |
| All | -24.4% | -41.8% | +17.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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