+16.8%
ISRG vs LULU
-74.8%
+91.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.5% |
| 7D | -5.0% | -16.9% | +11.9% | -1.9% |
| 30D | -10.2% | -22.0% | +11.8% | -6.2% |
| 3M | -17.2% | -17.8% | +0.6% | -14.4% |
| 6M | -28.4% | -41.3% | +12.8% | -21.8% |
| YTD | -37.6% | -52.0% | +14.4% | -29.5% |
| 1Y | -24.4% | -39.8% | +15.4% | -18.2% |
| All | +16.8% | -74.8% | +91.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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