+17,983.8%
ISRG vs LEN
+1,151.4%
+16,832.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | -2.3% | -4.9% | +2.6% | -1.0% |
| 3M | -12.4% | -8.5% | -4.0% | -10.5% |
| 6M | -26.8% | -20.7% | -6.2% | -22.5% |
| YTD | -35.3% | -17.4% | -17.8% | -32.5% |
| 1Y | -19.3% | -38.2% | +18.9% | -9.4% |
| 3Y | +18.1% | -24.9% | +43.0% | +22.7% |
| 5Y | +2.6% | -11.4% | +14.1% | +0.8% |
| 10Y | +379.4% | +110.0% | +269.4% | +250.8% |
| All | +17,983.8% | +1,151.4% | +16,832.4% | +8,323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling