+521.5%
ISRG vs LIN
+430.4%
+91.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | +4.4% | +3.6% | +0.8% | +1.9% |
| 30D | +15.8% | +6.4% | +9.4% | +11.0% |
| 3M | +24.9% | +6.5% | +18.4% | +19.5% |
| 6M | +3.8% | +4.9% | -1.1% | 0.0% |
| YTD | -17.3% | +23.4% | -40.7% | -29.5% |
| 1Y | -14.6% | +26.3% | -40.9% | -28.6% |
| 3Y | +68.2% | +38.0% | +30.2% | +30.5% |
| 5Y | +28.4% | +68.0% | -39.6% | -14.2% |
| All | +521.5% | +430.4% | +91.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling