+69.1%
ISRG vs LEN
-17.6%
+86.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | +8.6% | +19.4% | -10.8% | +4.6% |
| 3M | +21.6% | +4.5% | +17.0% | +20.1% |
| 6M | +2.3% | +4.9% | -2.6% | +0.8% |
| YTD | -18.7% | -8.9% | -9.8% | -18.4% |
| 1Y | -17.8% | -23.0% | +5.2% | -14.6% |
| 3Y | +69.1% | -16.7% | +85.8% | +57.9% |
| All | +69.1% | -17.6% | +86.7% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling