-19.3%
ISRG vs LOW
-20.7%
+1.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -2.3% | -7.0% | +4.8% | +0.3% |
| 3M | -12.4% | -0.9% | -11.6% | -11.6% |
| 6M | -26.8% | -20.1% | -6.8% | -23.3% |
| YTD | -35.3% | -13.9% | -21.3% | -33.9% |
| 1Y | -19.3% | -21.1% | +1.8% | -13.7% |
| All | -19.3% | -20.7% | +1.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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