+5.7%
ISRG vs LULU
-77.2%
+82.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.9% | +2.9% |
| 7D | -2.5% | -20.4% | +17.9% | +3.7% |
| 30D | -10.2% | -22.9% | +12.7% | -3.6% |
| 3M | -12.5% | -18.5% | +6.0% | -7.7% |
| 6M | -25.8% | -41.8% | +16.0% | -14.1% |
| YTD | -36.4% | -53.4% | +17.0% | -21.4% |
| 1Y | -19.9% | -40.9% | +21.0% | -8.8% |
| 3Y | +20.9% | -75.6% | +96.4% | +72.4% |
| 5Y | +5.7% | -77.2% | +82.9% | +52.6% |
| All | +5.7% | -77.2% | +82.8% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling